+1,341.2%
MU vs TNA
+117.1%
+1,224.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | +7.2% | +4.1% | +3.1% | +5.1% |
| 30D | +14.0% | -7.6% | +21.6% | +18.5% |
| 3M | +5.4% | +8.1% | -2.7% | +3.0% |
| 6M | +170.3% | +49.0% | +121.3% | +129.4% |
| YTD | +250.7% | +51.7% | +198.9% | +193.6% |
| 1Y | +662.1% | +59.6% | +602.5% | +520.5% |
| 3Y | +1,341.2% | +118.9% | +1,222.3% | +877.3% |
| All | +1,341.2% | +117.1% | +1,224.1% | +877.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling