+334.5%
MUFG vs SPY
+81.8%
+252.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +3.4% | +0.5% | +2.8% | +3.0% |
| 30D | +4.9% | -0.9% | +5.9% | +5.7% |
| 3M | +18.5% | +3.9% | +14.6% | +14.9% |
| 6M | +38.5% | +14.5% | +24.0% | +24.3% |
| YTD | +48.8% | +12.9% | +35.9% | +35.0% |
| 1Y | +51.4% | +19.4% | +32.0% | +31.7% |
| 3Y | +202.4% | +78.5% | +123.9% | +99.2% |
| 5Y | +334.5% | +81.8% | +252.7% | +183.2% |
| All | +334.5% | +81.8% | +252.7% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling