+4,407.5%
MU vs SPYM
+309.8%
+4,097.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.8% |
| 7D | +12.8% | +2.6% | +10.2% | +8.4% |
| 30D | -14.9% | -2.0% | -12.9% | -10.5% |
| 3M | -18.0% | -2.8% | -15.3% | -12.7% |
| 6M | -3.1% | +2.2% | -5.3% | -2.7% |
| YTD | +172.9% | +11.5% | +161.4% | +141.5% |
| 1Y | +228.8% | +13.5% | +215.3% | +185.2% |
| 3Y | +950.8% | +78.0% | +872.8% | +392.6% |
| 5Y | +931.3% | +73.1% | +858.1% | +417.4% |
| All | +4,407.5% | +309.8% | +4,097.7% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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