+4,271.9%
MU vs SPY
+315.0%
+3,956.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +2.2% |
| 7D | -12.0% | +0.1% | -12.1% | -11.4% |
| 30D | -28.7% | -3.3% | -25.4% | -23.5% |
| 3M | -16.4% | -2.4% | -14.0% | -11.6% |
| 6M | -1.8% | +2.6% | -4.4% | -2.1% |
| YTD | +157.1% | +11.2% | +145.8% | +127.7% |
| 1Y | +208.5% | +13.4% | +195.1% | +167.4% |
| 3Y | +906.2% | +79.9% | +826.3% | +358.5% |
| 5Y | +893.4% | +72.2% | +821.2% | +396.8% |
| 10Y | +4,271.9% | +307.3% | +3,964.5% | +399.8% |
| All | +4,271.9% | +315.0% | +3,956.8% | +399.8% |
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