+1,315.7%
MU vs SPG
+102.5%
+1,213.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.6% |
| 7D | +9.0% | -2.4% | +11.4% | +10.4% |
| 30D | +13.8% | -6.8% | +20.7% | +18.2% |
| 3M | +2.1% | +2.7% | -0.6% | -1.4% |
| 6M | +153.8% | +5.5% | +148.3% | +140.6% |
| YTD | +256.4% | +15.7% | +240.7% | +217.4% |
| 1Y | +719.8% | +20.9% | +698.9% | +605.7% |
| 3Y | +1,360.4% | +112.4% | +1,248.0% | +761.1% |
| All | +1,315.7% | +102.5% | +1,213.2% | +751.0% |
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