+1,263.7%
MU vs TDY
+34.3%
+1,229.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.1% |
| 7D | +2.0% | -1.9% | +3.9% | +3.5% |
| 30D | +12.5% | -12.5% | +25.0% | +24.5% |
| 3M | +9.6% | -0.8% | +10.4% | +11.5% |
| 6M | +142.6% | -9.0% | +151.6% | +162.5% |
| YTD | +242.7% | +16.8% | +225.9% | +209.9% |
| 1Y | +599.3% | +9.5% | +589.8% | +559.8% |
| 3Y | +1,308.3% | +45.4% | +1,262.9% | +986.0% |
| 5Y | +1,263.7% | +37.8% | +1,225.9% | +950.9% |
| All | +1,263.7% | +34.3% | +1,229.4% | +950.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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