+5,197.2%
MU vs SPYM
+789.7%
+4,407.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.6% |
| 7D | -22.0% | -2.7% | -19.3% | -17.8% |
| 30D | -36.6% | -5.4% | -31.2% | -29.8% |
| 3M | -21.7% | -4.1% | -17.6% | -15.2% |
| 6M | +3.5% | +0.8% | +2.8% | +6.3% |
| YTD | +141.9% | +8.8% | +133.2% | +123.2% |
| 1Y | +189.8% | +11.0% | +178.9% | +161.5% |
| 3Y | +855.4% | +75.5% | +779.9% | +357.6% |
| 5Y | +869.2% | +68.4% | +800.7% | +406.0% |
| 10Y | +4,142.8% | +316.1% | +3,826.7% | +490.5% |
| All | +5,197.2% | +789.7% | +4,407.5% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling