+943.4%
MU vs TPG
+74.1%
+869.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -4.1% | -9.4% | +5.4% | +1.0% |
| 30D | +7.0% | -5.3% | +12.3% | +9.4% |
| 3M | -2.1% | +12.9% | -15.0% | -9.3% |
| 6M | +133.1% | +20.1% | +113.0% | +107.4% |
| YTD | +241.9% | -22.5% | +264.4% | +281.6% |
| 1Y | +548.8% | -19.7% | +568.4% | +604.6% |
| 3Y | +1,308.2% | +81.2% | +1,227.0% | +891.4% |
| All | +943.4% | +74.1% | +869.2% | +565.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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