+1,346.4%
MU vs TKO
+306.8%
+1,039.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +3.3% |
| 7D | +7.5% | +0.7% | +6.8% | +7.2% |
| 30D | +19.4% | +0.9% | +18.5% | +18.8% |
| 3M | +9.8% | -6.2% | +16.0% | +10.9% |
| 6M | +164.1% | -5.6% | +169.8% | +164.9% |
| YTD | +260.3% | -7.8% | +268.2% | +261.6% |
| 1Y | +661.2% | -1.2% | +662.4% | +643.9% |
| 3Y | +1,380.8% | +106.5% | +1,274.3% | +1,069.9% |
| 5Y | +1,346.4% | +310.4% | +1,036.0% | +669.9% |
| All | +1,346.4% | +306.8% | +1,039.6% | +669.9% |
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