+189.8%
MU vs SPG
+31.7%
+158.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.6% |
| 7D | -22.0% | +4.9% | -26.9% | -19.7% |
| 30D | -36.6% | +15.6% | -52.2% | -31.4% |
| 3M | -21.7% | +4.1% | -25.8% | -18.9% |
| 6M | +3.5% | +13.6% | -10.0% | +6.9% |
| YTD | +141.9% | +27.5% | +114.4% | +148.1% |
| 1Y | +189.8% | +32.2% | +157.6% | +202.1% |
| All | +189.8% | +31.7% | +158.2% | +202.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling