+1,362.4%
MU vs T
+105.3%
+1,257.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +5.1% |
| 7D | +9.0% | -1.3% | +10.2% | +8.3% |
| 30D | +13.8% | +11.4% | +2.5% | +20.3% |
| 3M | +2.1% | +14.3% | -12.2% | +10.7% |
| 6M | +153.8% | -9.3% | +163.1% | +153.2% |
| YTD | +256.4% | +7.1% | +249.3% | +276.9% |
| 1Y | +719.8% | -9.1% | +728.8% | +729.2% |
| All | +1,362.4% | +105.3% | +1,257.1% | +1,774.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling