+265.1%
MU vs TLT
-5.4%
+270.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -7.2% |
| 7D | -19.1% | +1.0% | -20.1% | -19.4% |
| 30D | -25.2% | +6.0% | -31.3% | -28.1% |
| 3M | -10.9% | -0.9% | -10.0% | -9.2% |
| 6M | +38.0% | -2.3% | +40.3% | +42.8% |
| YTD | +178.8% | -3.3% | +182.1% | +186.3% |
| 1Y | +265.1% | -5.6% | +270.7% | +263.8% |
| All | +265.1% | -5.4% | +270.6% | +263.8% |
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