+938.2%
MU vs SNAP
-90.3%
+1,028.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +12.8% | +6.0% | +6.8% | +11.6% |
| 30D | -14.9% | -13.8% | -1.1% | -12.1% |
| 3M | -18.0% | -0.8% | -17.3% | -18.2% |
| 6M | -3.1% | -6.2% | +3.1% | -3.0% |
| YTD | +172.9% | -34.8% | +207.7% | +191.2% |
| 1Y | +228.8% | -38.7% | +267.5% | +255.2% |
| 3Y | +950.8% | -53.5% | +1,004.3% | +1,028.7% |
| All | +938.2% | -90.3% | +1,028.5% | +1,256.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling