+265.1%
MU vs SNAP
-22.3%
+287.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.9% | -12.9% | -8.3% |
| 7D | -19.1% | -0.7% | -18.4% | -19.0% |
| 30D | -25.2% | +5.5% | -30.8% | -26.3% |
| 3M | -10.9% | +2.2% | -13.1% | -12.0% |
| 6M | +38.0% | -4.1% | +42.0% | +41.4% |
| YTD | +178.8% | -26.6% | +205.5% | +226.9% |
| 1Y | +265.1% | -20.7% | +285.9% | +314.3% |
| All | +265.1% | -22.3% | +287.5% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling