+21,537.8%
MU vs SPG
+5,256.9%
+16,280.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.5% |
| 7D | +9.0% | -2.4% | +11.4% | +10.1% |
| 30D | +13.8% | -6.8% | +20.7% | +17.4% |
| 3M | +2.1% | +2.7% | -0.6% | -0.3% |
| 6M | +153.8% | +5.5% | +148.3% | +144.6% |
| YTD | +256.4% | +15.7% | +240.7% | +228.0% |
| 1Y | +719.8% | +20.9% | +698.9% | +636.6% |
| 3Y | +1,360.4% | +112.4% | +1,248.0% | +909.1% |
| 5Y | +1,312.4% | +101.4% | +1,211.1% | +894.6% |
| 10Y | +6,142.6% | +60.6% | +6,081.9% | +4,063.0% |
| All | +21,537.8% | +5,256.9% | +16,280.9% | +2,954.6% |
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