+14,588.8%
MU vs SPG
+5,805.1%
+8,783.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | -22.0% | +4.9% | -26.9% | -23.7% |
| 30D | -36.6% | +15.6% | -52.2% | -40.9% |
| 3M | -21.7% | +4.1% | -25.8% | -23.6% |
| 6M | +3.5% | +13.6% | -10.0% | -4.0% |
| YTD | +141.9% | +27.5% | +114.4% | +111.9% |
| 1Y | +189.8% | +32.2% | +157.6% | +149.5% |
| 3Y | +855.4% | +126.0% | +729.4% | +539.6% |
| 5Y | +869.2% | +74.7% | +794.4% | +625.0% |
| 10Y | +4,142.8% | +112.8% | +4,030.0% | +2,358.0% |
| All | +14,588.8% | +5,805.1% | +8,783.7% | +1,873.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling