+855.4%
MU vs TER
+150.3%
+705.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +3.4% |
| 7D | -22.0% | -20.5% | -1.5% | -8.7% |
| 30D | -36.6% | -47.0% | +10.4% | -3.9% |
| 3M | -21.7% | -43.3% | +21.6% | +11.5% |
| 6M | +3.5% | -42.9% | +46.4% | +49.7% |
| YTD | +141.9% | +12.9% | +129.1% | +119.8% |
| 1Y | +189.8% | +18.2% | +171.7% | +156.6% |
| 3Y | +855.4% | +151.8% | +703.6% | +390.8% |
| All | +855.4% | +150.3% | +705.1% | +390.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 3y: compounded portfolio wealth divided by compounded TER 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…
3y analysis · Full analysis span regression · 6 months rolling