+3,236.0%
MU vs TKO
+1,366.4%
+1,869.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.7% |
| 7D | +9.0% | +0.7% | +8.2% | +8.7% |
| 30D | +13.8% | +1.6% | +12.2% | +13.0% |
| 3M | +2.1% | -7.8% | +9.9% | +3.8% |
| 6M | +153.8% | -13.3% | +167.1% | +161.7% |
| YTD | +256.4% | -10.3% | +266.7% | +260.3% |
| 1Y | +719.8% | -0.6% | +720.4% | +699.4% |
| 3Y | +1,360.4% | +88.5% | +1,271.9% | +1,034.6% |
| 5Y | +1,312.4% | +284.7% | +1,027.7% | +746.2% |
| 10Y | +6,142.6% | +905.7% | +5,236.8% | +2,414.5% |
| All | +3,236.0% | +1,366.4% | +1,869.7% | +562.7% |
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