+4,407.5%
MU vs T
+60.4%
+4,347.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +2.5% | +10.3% | +12.3% |
| 30D | -14.9% | -3.8% | -11.1% | -14.5% |
| 3M | -18.0% | -8.7% | -9.3% | -17.1% |
| 6M | -3.1% | -8.1% | +5.0% | -2.7% |
| YTD | +172.9% | -6.4% | +179.3% | +168.9% |
| 1Y | +228.8% | -9.8% | +238.6% | +227.3% |
| 3Y | +950.8% | +65.5% | +885.4% | +679.0% |
| 5Y | +931.3% | +57.0% | +874.3% | +653.7% |
| All | +4,407.5% | +60.4% | +4,347.1% | +3,029.3% |
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