+1,319.3%
MU vs SPYG
+84.3%
+1,235.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | +7.2% | +1.2% | +6.0% | +5.1% |
| 30D | +14.0% | -1.6% | +15.5% | +16.9% |
| 3M | +5.4% | +3.4% | +2.0% | +2.4% |
| 6M | +170.3% | +18.9% | +151.4% | +118.5% |
| YTD | +250.7% | +13.8% | +236.9% | +204.2% |
| 1Y | +662.1% | +20.6% | +641.5% | +519.0% |
| 3Y | +1,341.2% | +100.5% | +1,240.7% | +543.6% |
| 5Y | +1,319.3% | +84.6% | +1,234.7% | +617.0% |
| All | +1,319.3% | +84.3% | +1,235.1% | +617.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling