+2,360.2%
MU vs SPYG
+564.9%
+1,795.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.3% |
| 7D | +9.0% | +0.4% | +8.6% | +8.4% |
| 30D | +13.8% | -0.4% | +14.3% | +14.6% |
| 3M | +2.1% | +0.5% | +1.5% | +4.3% |
| 6M | +153.8% | +17.5% | +136.3% | +111.7% |
| YTD | +256.4% | +14.3% | +242.0% | +210.3% |
| 1Y | +719.8% | +21.7% | +698.0% | +564.8% |
| 3Y | +1,360.4% | +98.6% | +1,261.7% | +536.8% |
| 5Y | +1,312.4% | +85.1% | +1,227.3% | +581.6% |
| 10Y | +6,142.6% | +412.0% | +5,730.5% | +674.0% |
| All | +2,360.2% | +564.9% | +1,795.3% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling