+106,206.7%
MU vs TMO
+8,241.0%
+97,965.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.5% |
| 7D | +9.0% | -1.4% | +10.3% | +9.8% |
| 30D | +13.8% | +6.2% | +7.6% | +9.7% |
| 3M | +2.1% | +27.5% | -25.4% | -12.4% |
| 6M | +153.8% | +20.0% | +133.8% | +122.2% |
| YTD | +256.4% | +6.1% | +250.3% | +234.6% |
| 1Y | +719.8% | +25.8% | +693.9% | +595.7% |
| 3Y | +1,360.4% | +11.2% | +1,349.2% | +1,208.3% |
| 5Y | +1,312.4% | +9.6% | +1,302.9% | +1,154.3% |
| 10Y | +6,142.6% | +317.8% | +5,824.8% | +2,407.9% |
| All | +106,206.7% | +8,241.0% | +97,965.7% | +8,306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling