+265.1%
MU vs T
-6.5%
+271.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.1% | -9.1% | -5.4% |
| 7D | -19.1% | +5.5% | -24.6% | -15.6% |
| 30D | -25.2% | -8.9% | -16.3% | -29.0% |
| 3M | -10.9% | -5.6% | -5.3% | -12.1% |
| 6M | +38.0% | -14.3% | +52.3% | +30.2% |
| YTD | +178.8% | -7.9% | +186.8% | +166.9% |
| 1Y | +265.1% | -6.4% | +271.6% | +256.6% |
| All | +265.1% | -6.5% | +271.7% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling