+5,744.5%
MU vs TGT
+207.2%
+5,537.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.5% |
| 7D | +2.0% | -5.0% | +7.1% | +3.6% |
| 30D | +12.5% | +3.0% | +9.5% | +11.1% |
| 3M | +9.6% | +22.6% | -13.0% | +1.1% |
| 6M | +142.6% | +31.2% | +111.4% | +117.6% |
| YTD | +242.7% | +63.7% | +179.0% | +182.4% |
| 1Y | +599.3% | +78.5% | +520.8% | +457.0% |
| 3Y | +1,308.3% | +40.5% | +1,267.8% | +1,061.4% |
| 5Y | +1,263.7% | -25.6% | +1,289.3% | +1,279.2% |
| All | +5,744.5% | +207.2% | +5,537.3% | +3,846.0% |
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