+3,971.9%
MU vs TMF
-84.4%
+4,056.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | -22.0% | +1.2% | -23.2% | -21.9% |
| 30D | -36.6% | +19.7% | -56.3% | -35.1% |
| 3M | -21.7% | -2.1% | -19.6% | -21.7% |
| 6M | +3.5% | -13.4% | +17.0% | +1.9% |
| YTD | +141.9% | -16.7% | +158.7% | +137.4% |
| 1Y | +189.8% | -23.3% | +213.2% | +181.5% |
| 3Y | +855.4% | -24.8% | +880.2% | +845.6% |
| 5Y | +869.2% | -88.0% | +957.2% | +585.7% |
| All | +3,971.9% | -84.4% | +4,056.3% | +3,611.9% |
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