+1,388.9%
MU vs TLN
+583.6%
+805.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.8% | +2.3% | +4.2% |
| 7D | +9.0% | +7.1% | +1.9% | +5.4% |
| 30D | +13.8% | -3.9% | +17.7% | +15.9% |
| 3M | +2.1% | -16.2% | +18.2% | +12.6% |
| 6M | +153.8% | -5.8% | +159.6% | +163.7% |
| YTD | +256.4% | -15.4% | +271.8% | +281.5% |
| 1Y | +719.8% | -16.7% | +736.4% | +786.2% |
| 3Y | +1,360.4% | +473.8% | +886.6% | +620.1% |
| All | +1,388.9% | +583.6% | +805.4% | +597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling