+4,609.2%
MU vs SPG
+116.4%
+4,492.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.8% |
| 7D | +2.0% | +2.7% | -0.7% | +1.1% |
| 30D | -18.0% | +16.6% | -34.5% | -22.6% |
| 3M | -6.6% | +8.1% | -14.7% | -9.5% |
| 6M | +2.0% | +19.3% | -17.3% | -5.8% |
| YTD | +184.5% | +31.1% | +153.4% | +152.9% |
| 1Y | +236.9% | +32.8% | +204.1% | +198.0% |
| 3Y | +987.0% | +135.8% | +851.2% | +674.9% |
| 5Y | +1,014.6% | +85.1% | +929.5% | +753.9% |
| 10Y | +4,609.2% | +115.9% | +4,493.3% | +3,091.1% |
| All | +4,609.2% | +116.4% | +4,492.8% | +3,091.1% |
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