+661.2%
MU vs SPYM
+18.8%
+642.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +4.3% |
| 7D | +7.5% | -0.4% | +7.9% | +8.6% |
| 30D | +19.4% | -1.4% | +20.7% | +24.8% |
| 3M | +9.8% | +3.7% | +6.1% | -1.3% |
| 6M | +164.1% | +13.0% | +151.1% | +92.3% |
| YTD | +260.3% | +12.5% | +247.8% | +167.6% |
| 1Y | +661.2% | +18.6% | +642.6% | +366.2% |
| All | +661.2% | +18.8% | +642.3% | +366.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling