+906.2%
MU vs TLT
+4.4%
+901.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.3% |
| 7D | -12.0% | +0.3% | -12.3% | -12.1% |
| 30D | -28.7% | +5.1% | -33.8% | -29.1% |
| 3M | -16.4% | -0.2% | -16.3% | -16.3% |
| 6M | -1.8% | -2.9% | +1.1% | -1.5% |
| YTD | +157.1% | -2.7% | +159.7% | +157.7% |
| 1Y | +208.5% | -4.6% | +213.1% | +209.1% |
| 3Y | +906.2% | +6.1% | +900.1% | +855.2% |
| All | +906.2% | +4.4% | +901.8% | +855.2% |
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