+5,731.6%
MU vs TKO
+989.7%
+4,742.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.1% | +2.3% | -6.4% | -4.8% |
| 30D | +7.0% | -2.5% | +9.5% | +7.5% |
| 3M | -2.1% | -10.6% | +8.5% | +0.4% |
| 6M | +133.1% | -5.1% | +138.1% | +133.1% |
| YTD | +241.9% | -8.2% | +250.1% | +243.0% |
| 1Y | +548.8% | -4.4% | +553.2% | +540.1% |
| 3Y | +1,308.2% | +100.4% | +1,207.8% | +972.9% |
| 5Y | +1,260.7% | +294.3% | +966.4% | +690.7% |
| All | +5,731.6% | +989.7% | +4,742.0% | +2,276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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