+906.2%
MU vs SNOW
+82.5%
+823.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.7% | +4.8% |
| 7D | -12.0% | +0.2% | -12.2% | -11.8% |
| 30D | -28.7% | -21.1% | -7.7% | -24.2% |
| 3M | -16.4% | -11.9% | -4.5% | -14.0% |
| 6M | -1.8% | +91.0% | -92.8% | -19.0% |
| YTD | +157.1% | +32.7% | +124.3% | +135.4% |
| 1Y | +208.5% | +10.8% | +197.7% | +200.5% |
| 3Y | +906.2% | +86.2% | +819.9% | +639.0% |
| All | +906.2% | +82.5% | +823.6% | +639.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 3y: compounded portfolio wealth divided by compounded SNOW 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…
3y analysis · Full analysis span regression · 6 months rolling