+612.7%
MU vs TEM
+60.7%
+551.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +7.2% | +3.2% | +3.9% | +6.4% |
| 30D | +14.0% | +23.5% | -9.5% | +8.2% |
| 3M | +5.4% | +32.3% | -26.9% | -1.7% |
| 6M | +170.3% | +23.0% | +147.3% | +153.5% |
| YTD | +250.7% | +8.9% | +241.8% | +235.1% |
| 1Y | +662.1% | -19.9% | +682.0% | +668.4% |
| All | +612.7% | +60.7% | +551.9% | +527.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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