+855.4%
MU vs SPOT
+255.6%
+599.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.3% |
| 7D | -22.0% | +1.6% | -23.6% | -22.1% |
| 30D | -36.6% | +17.6% | -54.1% | -38.1% |
| 3M | -21.7% | +26.9% | -48.6% | -25.1% |
| 6M | +3.5% | +41.8% | -38.3% | -4.7% |
| YTD | +141.9% | +3.8% | +138.1% | +140.6% |
| 1Y | +189.8% | -2.5% | +192.3% | +195.0% |
| 3Y | +855.4% | +260.6% | +594.8% | +618.3% |
| All | +855.4% | +255.6% | +599.8% | +618.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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