+1,368.4%
MU vs TE
-78.2%
+1,446.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +11.4% |
| 7D | +2.0% | -22.0% | +24.0% | +6.9% |
| 30D | -18.0% | -33.6% | +15.7% | -12.0% |
| 3M | -6.6% | -61.1% | +54.5% | +8.8% |
| 6M | +2.0% | -64.7% | +66.8% | +20.2% |
| YTD | +184.5% | -68.1% | +252.6% | +232.5% |
| 1Y | +236.9% | -51.7% | +288.6% | +268.2% |
| 3Y | +987.0% | +42.0% | +945.0% | +783.1% |
| 5Y | +1,014.6% | -80.8% | +1,095.4% | +1,035.6% |
| All | +1,368.4% | -78.2% | +1,446.6% | +1,353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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