+2,625.6%
MU vs SNAP
-78.8%
+2,704.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -14.0% | -3.4% | -14.6% |
| 7D | -29.7% | -10.4% | -19.4% | -28.0% |
| 30D | -37.2% | -11.9% | -25.3% | -35.5% |
| 3M | -26.5% | -4.5% | -22.0% | -26.2% |
| 6M | +2.6% | -16.7% | +19.3% | +4.9% |
| YTD | +130.1% | -36.9% | +167.1% | +147.1% |
| 1Y | +176.7% | -30.3% | +207.0% | +191.1% |
| 3Y | +813.1% | -52.5% | +865.6% | +877.4% |
| 5Y | +822.0% | -90.4% | +912.4% | +1,077.0% |
| All | +2,625.6% | -78.8% | +2,704.4% | +2,247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling