+1,014.6%
MU vs SPYG
+71.0%
+943.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +9.1% |
| 7D | +2.0% | -1.5% | +3.5% | +6.2% |
| 30D | -18.0% | -7.2% | -10.8% | -5.6% |
| 3M | -6.6% | -4.6% | -1.9% | +3.2% |
| 6M | +2.0% | -1.2% | +3.3% | +10.2% |
| YTD | +184.5% | +9.3% | +175.2% | +168.7% |
| 1Y | +236.9% | +8.8% | +228.0% | +222.8% |
| 3Y | +987.0% | +93.3% | +893.7% | +422.4% |
| 5Y | +1,014.6% | +71.7% | +942.9% | +536.4% |
| All | +1,014.6% | +71.0% | +943.7% | +536.4% |
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