+4,407.5%
MU vs SPGI
+333.9%
+4,073.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | +12.8% | +1.2% | +11.6% | +12.1% |
| 30D | -14.9% | +15.9% | -30.8% | -21.6% |
| 3M | -18.0% | +12.3% | -30.3% | -23.8% |
| 6M | -3.1% | +23.7% | -26.8% | -17.7% |
| YTD | +172.9% | -3.5% | +176.4% | +165.5% |
| 1Y | +228.8% | +0.4% | +228.4% | +210.4% |
| 3Y | +950.8% | +29.9% | +920.9% | +712.4% |
| 5Y | +931.3% | +15.2% | +916.1% | +749.9% |
| All | +4,407.5% | +333.9% | +4,073.6% | +1,477.7% |
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