+5,975.2%
MU vs SPGI
+308.9%
+5,666.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.9% |
| 7D | +9.0% | +0.1% | +8.8% | +8.7% |
| 30D | +13.8% | +8.4% | +5.4% | +8.4% |
| 3M | +2.1% | +11.8% | -9.8% | -7.2% |
| 6M | +153.8% | +5.7% | +148.1% | +135.4% |
| YTD | +256.4% | -9.7% | +266.1% | +261.3% |
| 1Y | +719.8% | -12.5% | +732.2% | +737.6% |
| 3Y | +1,360.4% | +21.8% | +1,338.5% | +1,070.7% |
| 5Y | +1,312.4% | +8.2% | +1,304.2% | +1,104.3% |
| All | +5,975.2% | +308.9% | +5,666.4% | +1,916.1% |
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