+5,169.9%
MU vs SNY
+242.6%
+4,927.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | +7.5% | -3.6% | +11.1% | +9.7% |
| 30D | +19.4% | -1.4% | +20.8% | +20.2% |
| 3M | +9.8% | -4.2% | +14.0% | +10.9% |
| 6M | +164.1% | +2.0% | +162.2% | +153.7% |
| YTD | +260.3% | -6.7% | +267.0% | +262.4% |
| 1Y | +661.2% | -4.7% | +665.9% | +656.8% |
| 3Y | +1,380.8% | -8.1% | +1,389.0% | +1,312.6% |
| 5Y | +1,346.4% | +8.2% | +1,338.2% | +1,096.7% |
| 10Y | +6,169.9% | +64.8% | +6,105.1% | +3,683.6% |
| All | +5,169.9% | +242.6% | +4,927.3% | +1,717.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling