+189.8%
MU vs SPGI
+1.8%
+188.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.6% |
| 7D | -12.0% | -0.9% | -11.2% | -12.4% |
| 30D | -28.7% | +15.5% | -44.3% | -22.6% |
| 3M | -16.4% | +15.7% | -32.1% | -8.7% |
| 6M | -1.8% | +19.1% | -20.9% | +11.0% |
| YTD | +157.1% | -4.1% | +161.1% | +204.0% |
| All | +189.8% | +1.8% | +188.0% | +275.5% |
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