+4,271.9%
MU vs SPGI
+335.6%
+3,936.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +5.9% |
| 7D | -12.0% | -0.9% | -11.2% | -11.7% |
| 30D | -28.7% | +15.5% | -44.3% | -34.2% |
| 3M | -16.4% | +15.7% | -32.1% | -23.6% |
| 6M | -1.8% | +19.1% | -20.9% | -14.8% |
| YTD | +157.1% | -4.1% | +161.1% | +150.8% |
| 1Y | +208.5% | +1.2% | +207.3% | +189.1% |
| 3Y | +906.2% | +31.6% | +874.6% | +670.4% |
| 5Y | +893.4% | +12.4% | +881.0% | +732.9% |
| 10Y | +4,271.9% | +334.3% | +3,937.6% | +1,537.1% |
| All | +4,271.9% | +335.6% | +3,936.3% | +1,537.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling