+1,739.6%
MU vs TE
-53.0%
+1,792.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.9% |
| 7D | +9.0% | -4.0% | +12.9% | +9.6% |
| 30D | +13.8% | -15.9% | +29.7% | +16.5% |
| 3M | +2.1% | -60.5% | +62.6% | +17.7% |
| 6M | +153.8% | -35.2% | +189.0% | +166.1% |
| YTD | +256.4% | -31.1% | +287.5% | +266.4% |
| 1Y | +719.8% | +148.6% | +571.1% | +577.7% |
| 3Y | +1,360.4% | -26.4% | +1,386.8% | +1,181.5% |
| 5Y | +1,312.4% | -48.0% | +1,360.4% | +1,132.4% |
| All | +1,739.6% | -53.0% | +1,792.6% | +1,501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling