+923.4%
MU vs SNDK
+4,558.7%
-3,635.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNDK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.6% |
| 7D | -4.1% | -6.1% | +2.1% | -0.8% |
| 30D | +7.0% | +21.5% | -14.5% | -4.2% |
| 3M | -2.1% | -13.2% | +11.1% | +1.9% |
| 6M | +133.1% | +149.2% | -16.1% | +48.8% |
| YTD | +241.9% | +588.1% | -346.2% | +36.1% |
| 1Y | +548.8% | +1,837.5% | -1,288.8% | +50.6% |
| All | +923.4% | +4,558.7% | -3,635.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDK.
Daily Out/Under-Performance
Portfolio return minus SNDK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDK 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 SNDK 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