+4,407.5%
MU vs TMF
-82.1%
+4,489.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.7% |
| 7D | +12.8% | -9.3% | +22.1% | +11.5% |
| 30D | -14.9% | +1.9% | -16.8% | -14.5% |
| 3M | -18.0% | -11.2% | -6.8% | -19.0% |
| 6M | -3.1% | -17.7% | +14.6% | -5.2% |
| YTD | +172.9% | -24.5% | +197.4% | +164.6% |
| 1Y | +228.8% | -29.4% | +258.3% | +216.0% |
| 3Y | +950.8% | -33.4% | +984.3% | +923.0% |
| 5Y | +931.3% | -88.7% | +1,020.0% | +622.1% |
| All | +4,407.5% | -82.1% | +4,489.6% | +4,018.6% |
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