+236.6%
MUC vs SPY
+1,086.5%
-850.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | -0.8% | -0.5% | -1.1% |
| 30D | -3.8% | -1.1% | -2.7% | -3.6% |
| 3M | -3.1% | +3.9% | -7.0% | -3.7% |
| 6M | -1.4% | +13.6% | -15.0% | -3.2% |
| YTD | +1.3% | +12.7% | -11.3% | -0.5% |
| 1Y | +1.3% | +17.5% | -16.2% | -1.2% |
| 3Y | +19.5% | +76.9% | -57.4% | +9.5% |
| 5Y | -14.7% | +83.6% | -98.3% | -22.6% |
| 10Y | +4.6% | +320.7% | -316.1% | -15.3% |
| All | +236.6% | +1,086.5% | -850.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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