+4,598.6%
MU vs TGT
+208.6%
+4,389.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.7% |
| 7D | +2.0% | +0.5% | +1.6% | +2.1% |
| 30D | -18.0% | +6.7% | -24.6% | -19.8% |
| 3M | -6.6% | +8.4% | -15.0% | -9.6% |
| 6M | +2.0% | +40.7% | -38.7% | -10.5% |
| YTD | +184.5% | +72.2% | +112.2% | +130.1% |
| 1Y | +236.9% | +86.2% | +150.7% | +164.5% |
| 3Y | +987.0% | +68.8% | +918.1% | +739.2% |
| 5Y | +1,014.6% | -25.2% | +1,039.8% | +1,024.3% |
| All | +4,598.6% | +208.6% | +4,389.9% | +2,969.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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