+1,371.2%
MU vs SPYM
+80.9%
+1,290.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +7.0% |
| 7D | +9.0% | +0.1% | +8.9% | +8.6% |
| 30D | +13.8% | +0.1% | +13.7% | +13.5% |
| 3M | +2.1% | +2.0% | +0.1% | -0.4% |
| 6M | +153.8% | +13.1% | +140.7% | +100.0% |
| YTD | +256.4% | +13.6% | +242.8% | +179.0% |
| 1Y | +719.8% | +20.1% | +699.7% | +480.7% |
| All | +1,371.2% | +80.9% | +1,290.3% | +459.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling