+265.1%
MU vs TMO
+26.9%
+238.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.1% | -8.1% | -7.1% |
| 7D | -19.1% | +0.3% | -19.4% | -19.1% |
| 30D | -25.2% | +4.3% | -29.6% | -25.5% |
| 3M | -10.9% | +25.1% | -36.0% | -12.3% |
| 6M | +38.0% | +52.9% | -14.9% | +31.2% |
| YTD | +178.8% | +22.2% | +156.6% | +200.7% |
| 1Y | +265.1% | +25.4% | +239.8% | +289.9% |
| All | +265.1% | +26.9% | +238.2% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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