+1,759.8%
MU vs TE
-49.8%
+1,809.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.7% | +3.3% |
| 7D | +7.5% | +15.0% | -7.5% | +4.8% |
| 30D | +19.4% | -7.5% | +26.9% | +20.2% |
| 3M | +9.8% | -42.0% | +51.8% | +19.1% |
| 6M | +164.1% | -31.4% | +195.6% | +173.8% |
| YTD | +260.3% | -26.5% | +286.8% | +265.8% |
| 1Y | +661.2% | +153.1% | +508.1% | +525.6% |
| 3Y | +1,380.8% | -20.7% | +1,401.5% | +1,181.1% |
| 5Y | +1,346.4% | -45.4% | +1,391.8% | +1,148.6% |
| All | +1,759.8% | -49.8% | +1,809.6% | +1,498.4% |
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