+4,524.1%
MU vs SPY
+308.5%
+4,215.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.0% |
| 7D | +21.6% | +3.3% | +18.4% | +15.5% |
| 30D | -16.2% | -2.7% | -13.5% | -10.8% |
| 3M | -12.4% | -1.7% | -10.6% | -8.2% |
| 6M | +4.2% | +3.1% | +1.1% | +3.2% |
| YTD | +180.0% | +11.9% | +168.1% | +146.0% |
| 1Y | +226.4% | +12.0% | +214.4% | +188.9% |
| 3Y | +969.7% | +78.2% | +891.5% | +394.8% |
| 5Y | +957.9% | +73.2% | +884.7% | +424.3% |
| All | +4,524.1% | +308.5% | +4,215.6% | +409.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling