Trade Desk (TTD) had the highest return in May 2018 by a US stock in the S&P 500 (GSPC), returning 67%.

ASSET	MONTH	% RETURN
Trade Desk (TTD)	May 2018	67.02%
Axon Enterprise (AXON)	May 2018	51.8%
TKO (TKO)	May 2018	45.75%
Super Micro Computer (SMCI)	May 2018	36.93%
Align Technology (ALGN)	May 2018	33.2%
Advanced Micro Devices (AMD)	May 2018	26.78%
Micron Technology (MU)	May 2018	26.32%
Ralph Lauren Corp Class A (RL)	May 2018	24.2%
Texas Pacific Land Trust (TPL)	May 2018	24.11%
Block (XYZ)	May 2018	23.65%
Deckers Outdoor (DECK)	May 2018	21.93%
DexCom (DXCM)	May 2018	21.16%
Microchip Technology (MCHP)	May 2018	17.51%
Expeditors International of Washington (EXPD)	May 2018	17.18%
Teradyne (TER)	May 2018	16.92%
Old Dominion Freight Line (ODFL)	May 2018	16.53%
Williams-Sonoma (WSM)	May 2018	16.32%
Lowe's Companies (LOW)	May 2018	16.22%
General Motors (GM)	May 2018	16.16%
Qualcomm (QCOM)	May 2018	15.73%
Automatic Data Processing (ADP)	May 2018	15.42%
Aptiv (APTV)	May 2018	15.37%
Devon Energy (DVN)	May 2018	14.9%
Martin Marietta Materials (MLM)	May 2018	14.63%
Vulcan Materials (VMC)	May 2018	14.41%