+2,765.2%
MU vs SNAP
-79.3%
+2,844.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.6% |
| 7D | -22.0% | -7.1% | -14.9% | -20.7% |
| 30D | -36.6% | -14.6% | -21.9% | -34.5% |
| 3M | -21.7% | -5.0% | -16.7% | -21.4% |
| 6M | +3.5% | -18.8% | +22.4% | +6.5% |
| YTD | +141.9% | -38.5% | +180.5% | +161.0% |
| 1Y | +189.8% | -38.1% | +227.9% | +212.4% |
| 3Y | +855.4% | -53.8% | +909.1% | +927.8% |
| 5Y | +869.2% | -90.7% | +959.8% | +1,143.4% |
| All | +2,765.2% | -79.3% | +2,844.5% | +2,379.8% |
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 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