+6,028.8%
MU vs T
+66.5%
+5,962.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +6.5% |
| 7D | +9.0% | -1.3% | +10.2% | +9.2% |
| 30D | +13.8% | +11.4% | +2.5% | +10.9% |
| 3M | +2.1% | +14.3% | -12.2% | -2.0% |
| 6M | +153.8% | -9.3% | +163.1% | +158.9% |
| YTD | +256.4% | +7.1% | +249.3% | +243.1% |
| 1Y | +719.8% | -9.1% | +728.8% | +731.4% |
| 3Y | +1,360.4% | +105.3% | +1,255.0% | +909.1% |
| 5Y | +1,312.4% | +66.8% | +1,245.6% | +952.4% |
| All | +6,028.8% | +66.5% | +5,962.3% | +4,566.2% |
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