+719.8%
MU vs TMO
+27.8%
+692.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.2% |
| 7D | +9.0% | -1.4% | +10.3% | +9.2% |
| 30D | +13.8% | +6.2% | +7.6% | +12.5% |
| 3M | +2.1% | +27.5% | -25.4% | -3.8% |
| 6M | +153.8% | +20.0% | +133.8% | +146.7% |
| YTD | +256.4% | +6.1% | +250.3% | +274.7% |
| 1Y | +719.8% | +25.8% | +693.9% | +668.0% |
| All | +719.8% | +27.8% | +692.0% | +668.0% |
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