+1,245.2%
MU vs SNY
+9.4%
+1,235.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.1% | -3.3% | -0.7% | -3.7% |
| 30D | +7.0% | -2.2% | +9.2% | +7.3% |
| 3M | -2.1% | -3.0% | +1.0% | -2.0% |
| 6M | +133.1% | +2.7% | +130.3% | +129.3% |
| YTD | +241.9% | -6.8% | +248.7% | +243.5% |
| 1Y | +548.8% | -5.3% | +554.0% | +549.9% |
| 3Y | +1,308.2% | -9.8% | +1,318.0% | +1,303.3% |
| All | +1,245.2% | +9.4% | +1,235.7% | +1,042.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling