+2,944.4%
MU vs SNAP
-79.0%
+3,023.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.4% | +5.9% |
| 7D | -12.0% | -7.3% | -4.7% | -10.5% |
| 30D | -28.7% | -18.9% | -9.8% | -25.6% |
| 3M | -16.4% | -5.3% | -11.2% | -16.0% |
| 6M | -1.8% | -16.9% | +15.1% | +0.5% |
| YTD | +157.1% | -37.4% | +194.5% | +176.3% |
| 1Y | +208.5% | -38.5% | +247.0% | +233.0% |
| 3Y | +906.2% | -55.1% | +961.2% | +988.1% |
| 5Y | +893.4% | -90.8% | +984.2% | +1,178.0% |
| All | +2,944.4% | -79.0% | +3,023.3% | +2,525.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling