+871.5%
MU vs SPMO
+122.8%
+748.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.7% |
| 7D | -15.2% | -2.6% | -12.6% | -9.1% |
| 30D | -29.5% | -14.2% | -15.3% | -1.1% |
| 3M | -15.8% | -12.7% | -3.1% | +14.9% |
| 6M | -2.9% | -9.6% | +6.7% | +34.4% |
| YTD | +154.2% | +9.3% | +144.9% | +154.7% |
| 1Y | +186.6% | +8.2% | +178.3% | +194.6% |
| 3Y | +871.5% | +119.4% | +752.1% | +219.2% |
| All | +871.5% | +122.8% | +748.7% | +219.2% |
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