+1,341.2%
MU vs SPMO
+161.5%
+1,179.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.6% |
| 7D | +7.2% | +3.4% | +3.8% | +0.2% |
| 30D | +14.0% | +0.5% | +13.5% | +13.4% |
| 3M | +5.4% | +1.9% | +3.5% | +7.8% |
| 6M | +170.3% | +27.8% | +142.5% | +93.0% |
| YTD | +250.7% | +26.7% | +224.0% | +155.4% |
| 1Y | +662.1% | +28.9% | +633.2% | +447.2% |
| 3Y | +1,341.2% | +160.7% | +1,180.5% | +324.6% |
| All | +1,341.2% | +161.5% | +1,179.7% | +324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling