+161.3%
MUFG vs SPY
+924.2%
-762.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +4.1% | +2.6% | +1.5% | +1.7% |
| 30D | -0.2% | -2.0% | +1.8% | +1.6% |
| 3M | -5.5% | -2.8% | -2.7% | -2.9% |
| 6M | +17.3% | +2.1% | +15.2% | +14.8% |
| YTD | +37.6% | +11.5% | +26.2% | +24.5% |
| 1Y | +41.4% | +13.5% | +27.9% | +25.9% |
| 3Y | +177.0% | +77.7% | +99.3% | +63.8% |
| 5Y | +302.6% | +72.6% | +230.0% | +139.5% |
| 10Y | +310.2% | +308.2% | +2.1% | +2.8% |
| All | +161.3% | +924.2% | -762.9% | -69.4% |
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