+1,040.1%
MU vs TLN
+710.8%
+329.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -1.1% |
| 7D | +12.8% | +11.0% | +1.8% | +7.2% |
| 30D | -14.9% | +4.9% | -19.8% | -16.6% |
| 3M | -18.0% | +4.9% | -23.0% | -20.5% |
| 6M | -3.1% | +7.1% | -10.2% | -5.6% |
| YTD | +172.9% | +0.3% | +172.6% | +166.6% |
| 1Y | +228.8% | +5.9% | +222.9% | +213.0% |
| 3Y | +950.8% | +578.5% | +372.4% | +373.5% |
| All | +1,040.1% | +710.8% | +329.3% | +387.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling