+228.8%
MU vs SPY
+12.1%
+216.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -1.3% |
| 7D | +12.8% | +2.6% | +10.2% | +4.0% |
| 30D | -14.9% | -2.0% | -12.9% | -6.9% |
| 3M | -18.0% | -2.8% | -15.3% | -8.0% |
| 6M | -3.1% | +2.1% | -5.3% | -5.5% |
| YTD | +172.9% | +11.5% | +161.4% | +113.0% |
| 1Y | +228.8% | +13.5% | +215.4% | +138.5% |
| All | +228.8% | +12.1% | +216.8% | +138.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling