+1,088.4%
MU vs TLN
+716.6%
+371.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +7.0% | +9.4% |
| 7D | +2.0% | +15.9% | -13.9% | -4.9% |
| 30D | -18.0% | -0.3% | -17.7% | -17.6% |
| 3M | -6.6% | +5.8% | -12.4% | -9.8% |
| 6M | +2.0% | -1.2% | +3.3% | +2.8% |
| YTD | +184.5% | +1.0% | +183.4% | +177.0% |
| 1Y | +236.9% | +1.1% | +235.8% | +227.4% |
| 3Y | +987.0% | +591.7% | +395.2% | +385.8% |
| All | +1,088.4% | +716.6% | +371.8% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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