+1,341.2%
MU vs SPYG
+100.8%
+1,240.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.6% |
| 7D | +7.2% | +1.2% | +6.0% | +4.6% |
| 30D | +14.0% | -1.6% | +15.5% | +17.6% |
| 3M | +5.4% | +3.4% | +2.0% | +1.3% |
| 6M | +170.3% | +18.9% | +151.4% | +107.1% |
| YTD | +250.7% | +13.8% | +236.9% | +192.5% |
| 1Y | +662.1% | +20.6% | +641.5% | +485.4% |
| 3Y | +1,341.2% | +100.5% | +1,240.7% | +453.3% |
| All | +1,341.2% | +100.8% | +1,240.4% | +453.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling