+4,271.9%
MU vs SPG
+117.3%
+4,154.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +5.5% |
| 7D | -12.0% | +5.1% | -17.1% | -13.6% |
| 30D | -28.7% | +16.8% | -45.6% | -32.8% |
| 3M | -16.4% | +5.7% | -22.1% | -18.4% |
| 6M | -1.8% | +17.8% | -19.6% | -8.9% |
| YTD | +157.1% | +30.1% | +127.0% | +129.2% |
| 1Y | +208.5% | +32.8% | +175.7% | +172.7% |
| 3Y | +906.2% | +137.2% | +768.9% | +615.8% |
| 5Y | +893.4% | +81.5% | +811.9% | +666.1% |
| 10Y | +4,271.9% | +116.5% | +4,155.4% | +2,850.4% |
| All | +4,271.9% | +117.3% | +4,154.6% | +2,850.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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