+5,731.6%
MU vs SPY
+322.5%
+5,409.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.7% |
| 7D | -4.1% | -0.8% | -3.3% | -2.8% |
| 30D | +7.0% | -1.1% | +8.1% | +8.9% |
| 3M | -2.1% | +3.9% | -5.9% | -6.8% |
| 6M | +133.1% | +13.6% | +119.5% | +95.3% |
| YTD | +241.9% | +12.7% | +229.2% | +192.0% |
| 1Y | +548.8% | +17.5% | +531.2% | +425.5% |
| 3Y | +1,308.2% | +76.9% | +1,231.3% | +546.2% |
| 5Y | +1,260.7% | +83.6% | +1,177.1% | +506.2% |
| All | +5,731.6% | +322.5% | +5,409.2% | +623.4% |
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