+1,315.7%
MU vs SPGI
+8.3%
+1,307.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.6% |
| 7D | +9.0% | +0.1% | +8.8% | +8.8% |
| 30D | +13.8% | +8.4% | +5.4% | +10.8% |
| 3M | +2.1% | +11.8% | -9.8% | -3.5% |
| 6M | +153.8% | +5.7% | +148.1% | +144.1% |
| YTD | +256.4% | -9.7% | +266.1% | +269.8% |
| 1Y | +719.8% | -12.5% | +732.2% | +758.8% |
| 3Y | +1,360.4% | +21.8% | +1,338.5% | +1,136.9% |
| All | +1,315.7% | +8.3% | +1,307.4% | +1,134.9% |
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