+4,271.9%
MU vs T
+56.1%
+4,215.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | -12.0% | +1.7% | -13.7% | -12.4% |
| 30D | -28.7% | -1.7% | -27.0% | -28.8% |
| 3M | -16.4% | -7.3% | -9.1% | -15.9% |
| 6M | -1.8% | -11.2% | +9.4% | -0.7% |
| YTD | +157.1% | -8.1% | +165.1% | +154.0% |
| 1Y | +208.5% | -8.0% | +216.5% | +204.1% |
| 3Y | +906.2% | +62.1% | +844.0% | +649.3% |
| 5Y | +893.4% | +55.7% | +837.7% | +623.9% |
| 10Y | +4,271.9% | +54.1% | +4,217.7% | +3,056.8% |
| All | +4,271.9% | +56.1% | +4,215.8% | +3,056.8% |
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