+6,028.8%
MU vs TMF
-86.8%
+6,115.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.1% |
| 7D | +9.0% | -1.4% | +10.4% | +8.8% |
| 30D | +13.8% | -2.8% | +16.6% | +13.5% |
| 3M | +2.1% | -10.9% | +13.0% | +0.7% |
| 6M | +153.8% | -21.3% | +175.1% | +146.5% |
| YTD | +256.4% | -15.9% | +272.3% | +249.5% |
| 1Y | +719.8% | -15.7% | +735.5% | +705.0% |
| 3Y | +1,360.4% | -43.4% | +1,403.7% | +1,281.5% |
| 5Y | +1,312.4% | -87.8% | +1,400.2% | +915.1% |
| All | +6,028.8% | -86.8% | +6,115.6% | +5,781.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling