+911.7%
MU vs TGT
-25.6%
+937.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | -15.2% | +4.8% | -20.0% | -16.2% |
| 30D | -29.5% | +5.3% | -34.8% | -30.7% |
| 3M | -15.8% | +7.2% | -23.0% | -18.0% |
| 6M | -2.9% | +31.4% | -34.3% | -12.6% |
| YTD | +154.2% | +70.1% | +84.2% | +106.9% |
| 1Y | +186.6% | +85.5% | +101.1% | +125.3% |
| 3Y | +871.5% | +66.7% | +804.8% | +639.5% |
| 5Y | +911.7% | -25.6% | +937.3% | +964.0% |
| All | +911.7% | -25.6% | +937.3% | +964.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling