+4,277.4%
MU vs T
+55.0%
+4,222.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -15.2% | +2.6% | -17.8% | -15.6% |
| 30D | -29.5% | -1.1% | -28.4% | -29.7% |
| 3M | -15.8% | -7.7% | -8.0% | -15.1% |
| 6M | -2.9% | -10.6% | +7.8% | -1.9% |
| YTD | +154.2% | -7.5% | +161.7% | +150.9% |
| 1Y | +186.6% | -7.4% | +194.0% | +182.2% |
| 3Y | +871.5% | +63.1% | +808.4% | +622.9% |
| 5Y | +911.7% | +55.2% | +856.5% | +641.0% |
| 10Y | +4,277.4% | +58.8% | +4,218.6% | +2,984.5% |
| All | +4,277.4% | +55.0% | +4,222.4% | +2,984.5% |
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