+1,341.2%
MU vs TGT
+46.0%
+1,295.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.4% |
| 7D | +7.2% | -0.6% | +7.8% | +7.3% |
| 30D | +14.0% | +9.5% | +4.5% | +11.9% |
| 3M | +5.4% | +32.3% | -26.9% | -1.6% |
| 6M | +170.3% | +37.0% | +133.3% | +149.3% |
| YTD | +250.7% | +71.0% | +179.6% | +201.8% |
| 1Y | +662.1% | +85.0% | +577.1% | +538.2% |
| 3Y | +1,341.2% | +46.8% | +1,294.4% | +1,173.7% |
| All | +1,341.2% | +46.0% | +1,295.2% | +1,173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling