+4,120.7%
MU vs SNAP
-77.2%
+4,197.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.1% | +6.9% |
| 7D | +9.0% | +0.7% | +8.2% | +8.7% |
| 30D | +13.8% | +2.6% | +11.2% | +12.7% |
| 3M | +2.1% | -9.9% | +12.0% | +3.2% |
| 6M | +153.8% | +1.9% | +151.9% | +148.7% |
| YTD | +256.4% | -32.2% | +288.6% | +277.5% |
| 1Y | +719.8% | -22.8% | +742.6% | +745.9% |
| 3Y | +1,360.4% | -47.6% | +1,408.0% | +1,429.6% |
| 5Y | +1,312.4% | -92.7% | +1,405.1% | +1,784.5% |
| All | +4,120.7% | -77.2% | +4,197.9% | +3,487.3% |
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 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