+906.2%
MU vs TER
+186.1%
+720.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.7% | -6.5% | -2.1% |
| 7D | -12.0% | -5.8% | -6.3% | -8.2% |
| 30D | -28.7% | -38.9% | +10.2% | -2.0% |
| 3M | -16.4% | -35.1% | +18.7% | +8.6% |
| 6M | -1.8% | -31.6% | +29.8% | +26.4% |
| YTD | +157.1% | +27.2% | +129.8% | +115.1% |
| 1Y | +208.5% | +35.2% | +173.3% | +149.2% |
| 3Y | +906.2% | +192.8% | +713.4% | +358.5% |
| All | +906.2% | +186.1% | +720.1% | +358.5% |
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