+1,976.3%
MU vs SNOW
+37.6%
+1,938.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.4% | +11.5% | +7.4% |
| 7D | +9.0% | +2.8% | +6.2% | +7.7% |
| 30D | +13.8% | +6.4% | +7.4% | +11.4% |
| 3M | +2.1% | +38.1% | -36.0% | -6.4% |
| 6M | +153.8% | +100.4% | +53.4% | +105.0% |
| YTD | +256.4% | +53.7% | +202.7% | +208.0% |
| 1Y | +719.8% | +52.0% | +667.8% | +610.5% |
| 3Y | +1,360.4% | +114.7% | +1,245.7% | +1,005.1% |
| 5Y | +1,312.4% | +8.8% | +1,303.7% | +1,035.9% |
| All | +1,976.3% | +37.6% | +1,938.7% | +1,466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling