+1,014.6%
MU vs SPGI
+14.7%
+999.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.8% |
| 7D | +2.0% | -1.4% | +3.4% | +2.5% |
| 30D | -18.0% | +15.3% | -33.2% | -21.3% |
| 3M | -6.6% | +16.5% | -23.1% | -11.1% |
| 6M | +2.0% | +19.8% | -17.8% | -6.1% |
| YTD | +184.5% | -3.2% | +187.7% | +189.4% |
| 1Y | +236.9% | +1.8% | +235.1% | +231.5% |
| 3Y | +987.0% | +30.6% | +956.4% | +794.6% |
| 5Y | +1,014.6% | +16.0% | +998.6% | +894.7% |
| All | +1,014.6% | +14.7% | +999.9% | +894.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling