+719.8%
MU vs TLT
-1.2%
+721.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +9.0% | -0.4% | +9.4% | +9.2% |
| 30D | +13.8% | -0.6% | +14.4% | +14.3% |
| 3M | +2.1% | -2.7% | +4.8% | +3.9% |
| 6M | +153.8% | -5.6% | +159.4% | +154.9% |
| YTD | +256.4% | -2.8% | +259.2% | +260.7% |
| 1Y | +719.8% | -1.4% | +721.2% | +703.6% |
| All | +719.8% | -1.2% | +721.0% | +703.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling