+1,212.4%
MU vs TE
-78.8%
+1,291.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | +0.6% |
| 7D | -15.2% | -26.9% | +11.7% | -10.2% |
| 30D | -29.5% | -38.9% | +9.4% | -23.3% |
| 3M | -15.8% | -61.0% | +45.2% | -1.9% |
| 6M | -2.9% | -66.4% | +63.5% | +15.2% |
| YTD | +154.2% | -69.0% | +223.3% | +198.6% |
| 1Y | +186.6% | -54.0% | +240.6% | +215.6% |
| 3Y | +871.5% | +38.0% | +833.5% | +693.0% |
| 5Y | +911.7% | -81.0% | +992.7% | +933.2% |
| All | +1,212.4% | -78.8% | +1,291.2% | +1,204.6% |
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