+5,744.5%
MU vs SPYG
+420.3%
+5,324.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -3.6% |
| 7D | +2.0% | -1.8% | +3.8% | +4.9% |
| 30D | +12.5% | -1.9% | +14.5% | +16.0% |
| 3M | +9.6% | +5.2% | +4.5% | +4.1% |
| 6M | +142.6% | +15.6% | +127.1% | +105.6% |
| YTD | +242.7% | +12.4% | +230.2% | +204.3% |
| 1Y | +599.3% | +17.5% | +581.8% | +492.8% |
| 3Y | +1,308.3% | +98.1% | +1,210.2% | +516.5% |
| 5Y | +1,263.7% | +84.9% | +1,178.8% | +563.6% |
| All | +5,744.5% | +420.3% | +5,324.2% | +483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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