+855.4%
MU vs TLT
+6.1%
+849.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | +0.1% | -22.1% | -22.0% |
| 30D | -36.6% | +6.2% | -42.8% | -36.9% |
| 3M | -21.7% | -0.3% | -21.4% | -21.6% |
| 6M | +3.5% | -3.4% | +6.9% | +3.8% |
| YTD | +141.9% | -3.1% | +145.1% | +142.6% |
| 1Y | +189.8% | -5.2% | +195.1% | +190.3% |
| 3Y | +855.4% | +6.5% | +848.9% | +822.9% |
| All | +855.4% | +6.1% | +849.2% | +822.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling