+692.6%
MU vs SPCX
+496.5%
+196.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -15.2% | +1.3% | -16.5% | -15.2% |
| 30D | -29.5% | -12.0% | -17.5% | -23.7% |
| 3M | -15.8% | +3.1% | -18.9% | -18.5% |
| 6M | +205.1% | +457.1% | -252.0% | -26.9% |
| YTD | +205.1% | +457.1% | -252.0% | -26.9% |
| 1Y | +205.1% | +457.1% | -252.0% | -26.9% |
| All | +692.6% | +496.5% | +196.2% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCX.
Daily Out/Under-Performance
Portfolio return minus SPCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCX 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 SPCX 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