+188.4%
MUFG vs SPY
+943.1%
-754.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +7.4% | +0.1% | +7.4% | +7.4% |
| 3M | +20.1% | +2.0% | +18.2% | +17.8% |
| 6M | +36.9% | +13.0% | +23.9% | +22.2% |
| YTD | +51.9% | +13.5% | +38.3% | +35.0% |
| 1Y | +56.6% | +20.0% | +36.7% | +32.4% |
| 3Y | +212.5% | +77.2% | +135.3% | +84.9% |
| 5Y | +347.4% | +81.9% | +265.6% | +153.2% |
| 10Y | +361.5% | +314.1% | +47.5% | +14.2% |
| All | +188.4% | +943.1% | -754.7% | -66.8% |
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