+228.8%
MU vs TMF
-30.5%
+259.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.3% |
| 7D | +12.8% | -9.3% | +22.1% | +14.2% |
| 30D | -14.9% | +1.9% | -16.8% | -16.3% |
| 3M | -18.0% | -11.2% | -6.8% | -15.6% |
| 6M | -3.1% | -17.7% | +14.6% | +2.8% |
| YTD | +172.9% | -24.5% | +197.4% | +185.3% |
| 1Y | +228.8% | -29.4% | +258.3% | +250.6% |
| All | +228.8% | -30.5% | +259.3% | +250.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling