+3,971.9%
MU vs T
+55.6%
+3,916.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | -22.0% | +1.0% | -23.0% | -22.2% |
| 30D | -36.6% | -10.6% | -26.0% | -35.4% |
| 3M | -21.7% | -7.7% | -14.0% | -21.1% |
| 6M | +3.5% | -13.3% | +16.9% | +5.4% |
| YTD | +141.9% | -8.8% | +150.7% | +139.4% |
| 1Y | +189.8% | -8.4% | +198.2% | +185.8% |
| 3Y | +855.4% | +59.6% | +795.7% | +615.3% |
| 5Y | +869.2% | +52.1% | +817.1% | +614.3% |
| All | +3,971.9% | +55.6% | +3,916.3% | +2,905.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling