+153.8%
MU vs TE
-30.7%
+184.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.6% |
| 7D | +9.0% | -4.0% | +12.9% | +10.3% |
| 30D | +13.8% | -15.9% | +29.7% | +19.3% |
| 3M | +2.1% | -60.5% | +62.6% | +32.6% |
| 6M | +153.8% | -35.2% | +189.0% | +182.8% |
| All | +153.8% | -30.7% | +184.5% | +182.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling