+893.4%
MU vs TMF
-88.4%
+981.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | -12.0% | +0.6% | -12.6% | -12.0% |
| 30D | -28.7% | +16.3% | -45.1% | -28.6% |
| 3M | -16.4% | -2.7% | -13.8% | -16.4% |
| 6M | -1.8% | -13.2% | +11.4% | -1.9% |
| YTD | +157.1% | -16.7% | +173.7% | +156.5% |
| 1Y | +208.5% | -22.7% | +231.2% | +207.3% |
| 3Y | +906.2% | -26.1% | +932.2% | +900.9% |
| 5Y | +893.4% | -88.4% | +981.8% | +666.4% |
| All | +893.4% | -88.4% | +981.8% | +666.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling