+938.2%
MU vs SPG
+84.0%
+854.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | +2.0% | +10.8% | +11.7% |
| 30D | -14.9% | +17.2% | -32.1% | -22.2% |
| 3M | -18.0% | +6.3% | -24.4% | -21.1% |
| 6M | -3.1% | +18.7% | -21.8% | -14.3% |
| YTD | +172.9% | +30.1% | +142.8% | +125.9% |
| 1Y | +228.8% | +32.8% | +196.1% | +168.5% |
| 3Y | +950.8% | +133.6% | +817.3% | +472.8% |
| All | +938.2% | +84.0% | +854.3% | +522.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling