+32,301.0%
MU vs SPY
+2,954.7%
+29,346.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.6% |
| 7D | -22.0% | -2.7% | -19.3% | -17.8% |
| 30D | -36.6% | -5.4% | -31.2% | -29.8% |
| 3M | -21.7% | -4.1% | -17.6% | -15.2% |
| 6M | +3.5% | +0.7% | +2.8% | +6.5% |
| YTD | +141.9% | +8.7% | +133.3% | +123.2% |
| 1Y | +189.8% | +10.9% | +179.0% | +161.4% |
| 3Y | +855.4% | +75.0% | +780.4% | +350.8% |
| 5Y | +869.2% | +67.8% | +801.4% | +398.7% |
| 10Y | +4,142.8% | +312.9% | +3,830.0% | +463.9% |
| All | +32,301.0% | +2,954.7% | +29,346.2% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling