+2,454.5%
MU vs TKO
+1,446.8%
+1,007.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +12.8% | +2.3% | +10.5% | +12.0% |
| 30D | -14.9% | +13.4% | -28.2% | -18.3% |
| 3M | -18.0% | -1.7% | -16.3% | -18.1% |
| 6M | -3.1% | +7.2% | -10.4% | -6.9% |
| YTD | +172.9% | -5.4% | +178.3% | +170.3% |
| 1Y | +228.8% | +8.7% | +220.1% | +211.1% |
| 3Y | +950.8% | +150.4% | +800.4% | +648.5% |
| 5Y | +931.3% | +276.6% | +654.6% | +521.3% |
| 10Y | +4,417.7% | +1,134.6% | +3,283.1% | +1,600.9% |
| All | +2,454.5% | +1,446.8% | +1,007.7% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling