+3,108.9%
MU vs TLT
+129.8%
+2,979.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.2% | -17.7% | -17.3% |
| 7D | -29.7% | +0.5% | -30.3% | -29.4% |
| 30D | -37.2% | +6.0% | -43.2% | -34.2% |
| 3M | -26.5% | -0.9% | -25.6% | -26.8% |
| 6M | +2.6% | -2.6% | +5.2% | +0.3% |
| YTD | +130.1% | -3.1% | +133.3% | +124.6% |
| 1Y | +176.7% | -4.4% | +181.1% | +167.1% |
| 3Y | +813.1% | +5.5% | +807.6% | +859.2% |
| 5Y | +822.0% | -34.7% | +856.7% | +522.3% |
| 10Y | +3,936.2% | -17.6% | +3,953.8% | +3,628.8% |
| All | +3,108.9% | +129.8% | +2,979.1% | +16,014.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling