+1,014.6%
MU vs T
+57.2%
+957.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +12.1% |
| 7D | +2.0% | +2.0% | +0.1% | +2.3% |
| 30D | -18.0% | -1.0% | -16.9% | -17.8% |
| 3M | -6.6% | -8.1% | +1.5% | -7.3% |
| 6M | +2.0% | -8.3% | +10.3% | +2.2% |
| YTD | +184.5% | -6.1% | +190.6% | +183.7% |
| 1Y | +236.9% | -7.4% | +244.2% | +236.0% |
| 3Y | +987.0% | +65.4% | +921.5% | +892.5% |
| 5Y | +1,014.6% | +57.6% | +957.0% | +954.6% |
| All | +1,014.6% | +57.2% | +957.4% | +954.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling