+701.4%
MU vs SPCX
+492.2%
+209.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.8% | +0.4% | +4.8% |
| 7D | -12.0% | +4.2% | -16.2% | -12.6% |
| 30D | -28.7% | -12.6% | -16.1% | -26.0% |
| 3M | -16.4% | +6.7% | -23.2% | -18.0% |
| 6M | +94.1% | +546.4% | -452.2% | -24.4% |
| YTD | +157.1% | +552.1% | -395.1% | -0.1% |
| 1Y | +208.5% | +453.2% | -244.7% | +24.4% |
| All | +701.4% | +492.2% | +209.2% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling