-2.5%
MUJ vs SPY
+81.0%
-83.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -2.3% | -1.4% | -0.9% | -2.0% |
| 3M | -1.6% | +3.7% | -5.3% | -2.3% |
| 6M | -1.4% | +13.0% | -14.4% | -3.8% |
| YTD | +4.5% | +12.4% | -7.9% | +1.9% |
| 1Y | +12.7% | +18.5% | -5.8% | +8.8% |
| 3Y | +30.9% | +77.6% | -46.8% | +15.9% |
| 5Y | -2.5% | +81.7% | -84.2% | -15.0% |
| All | -2.5% | +81.0% | -83.5% | -15.0% |
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