+5,731.6%
MU vs TMO
+338.2%
+5,393.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -4.1% | -0.6% | -3.4% | -3.7% |
| 30D | +7.0% | +1.1% | +5.9% | +6.1% |
| 3M | -2.1% | +28.3% | -30.4% | -16.6% |
| 6M | +133.1% | +23.3% | +109.8% | +99.8% |
| YTD | +241.9% | +5.5% | +236.5% | +223.4% |
| 1Y | +548.8% | +24.5% | +524.2% | +449.8% |
| 3Y | +1,308.2% | +19.6% | +1,288.6% | +1,096.8% |
| 5Y | +1,260.7% | +8.1% | +1,252.6% | +1,101.1% |
| All | +5,731.6% | +338.2% | +5,393.4% | +1,973.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling