+189.8%
MU vs TLT
-4.5%
+194.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.2% |
| 7D | -12.0% | +0.3% | -12.3% | -12.1% |
| 30D | -28.7% | +5.1% | -33.8% | -31.4% |
| 3M | -16.4% | -0.2% | -16.3% | -15.3% |
| 6M | -1.8% | -2.9% | +1.1% | +1.6% |
| YTD | +157.1% | -2.7% | +159.7% | +161.2% |
| All | +189.8% | -4.5% | +194.3% | +193.5% |
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