+5,466.7%
MU vs SPYM
+807.3%
+4,659.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.5% |
| 7D | -15.2% | -0.6% | -14.6% | -13.7% |
| 30D | -29.5% | -3.7% | -25.9% | -24.1% |
| 3M | -15.8% | -2.7% | -13.0% | -10.7% |
| 6M | -2.9% | +2.2% | -5.1% | -2.6% |
| YTD | +154.2% | +10.9% | +143.3% | +127.5% |
| 1Y | +186.6% | +11.3% | +175.3% | +157.0% |
| 3Y | +871.5% | +76.8% | +794.6% | +359.7% |
| 5Y | +911.7% | +73.5% | +838.2% | +404.4% |
| 10Y | +4,277.4% | +307.9% | +3,969.4% | +528.0% |
| All | +5,466.7% | +807.3% | +4,659.4% | +182.0% |
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