+1,268.8%
MUR vs SPY
+3,034.0%
-1,765.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +2.4% | +2.6% | -0.2% | -0.3% |
| 30D | -6.3% | -2.0% | -4.4% | -5.1% |
| 3M | +6.9% | -2.8% | +9.7% | +8.8% |
| 6M | -2.4% | +2.1% | -4.6% | -6.5% |
| YTD | +21.3% | +11.5% | +9.8% | +5.0% |
| 1Y | +30.0% | +13.5% | +16.5% | +10.4% |
| 3Y | -4.6% | +77.7% | -82.3% | -48.1% |
| 5Y | +53.9% | +72.6% | -18.7% | -13.4% |
| 10Y | +89.8% | +308.2% | -218.4% | -46.9% |
| All | +1,268.8% | +3,034.0% | -1,765.2% | +18.1% |
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