+855.4%
MU vs SPY
+75.1%
+780.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.4% |
| 7D | -22.0% | -2.7% | -19.3% | -15.8% |
| 30D | -36.6% | -5.4% | -31.2% | -26.3% |
| 3M | -21.7% | -4.1% | -17.6% | -12.0% |
| 6M | +3.5% | +0.7% | +2.8% | +7.1% |
| YTD | +141.9% | +8.7% | +133.3% | +114.5% |
| 1Y | +189.8% | +10.9% | +179.0% | +148.6% |
| 3Y | +855.4% | +75.0% | +780.4% | +274.8% |
| All | +855.4% | +75.1% | +780.3% | +274.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling