+938.2%
MU vs TKO
+276.1%
+662.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +12.8% | +2.3% | +10.5% | +12.2% |
| 30D | -14.9% | +13.4% | -28.2% | -17.3% |
| 3M | -18.0% | -1.7% | -16.3% | -17.9% |
| 6M | -3.1% | +7.2% | -10.4% | -6.2% |
| YTD | +172.9% | -5.4% | +178.3% | +171.9% |
| 1Y | +228.8% | +8.7% | +220.1% | +212.0% |
| 3Y | +950.8% | +150.4% | +800.4% | +689.2% |
| All | +938.2% | +276.1% | +662.1% | +455.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling