+2,986.1%
MU vs TDY
+7,137.3%
-4,151.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +9.0% | -1.8% | +10.8% | +9.9% |
| 30D | +13.8% | -10.7% | +24.5% | +19.9% |
| 3M | +2.1% | -1.3% | +3.4% | +3.6% |
| 6M | +153.8% | -10.6% | +164.4% | +169.6% |
| YTD | +256.4% | +19.6% | +236.8% | +231.0% |
| 1Y | +719.8% | +11.6% | +708.1% | +685.1% |
| 3Y | +1,360.4% | +45.2% | +1,315.2% | +1,138.6% |
| 5Y | +1,312.4% | +36.1% | +1,276.4% | +1,132.5% |
| 10Y | +6,142.6% | +458.8% | +5,683.7% | +2,865.3% |
| All | +2,986.1% | +7,137.3% | -4,151.3% | +612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling