+719.8%
MU vs SPGI
-12.7%
+732.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +5.3% |
| 7D | +9.0% | +0.1% | +8.8% | +9.2% |
| 30D | +13.8% | +8.4% | +5.4% | +19.0% |
| 3M | +2.1% | +11.8% | -9.8% | +10.3% |
| 6M | +153.8% | +5.7% | +148.1% | +174.6% |
| YTD | +256.4% | -9.7% | +266.1% | +285.2% |
| 1Y | +719.8% | -12.5% | +732.2% | +814.3% |
| All | +719.8% | -12.7% | +732.5% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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