+4,407.5%
MU vs TPR
+364.3%
+4,043.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +12.8% | -0.3% | +13.1% | +12.9% |
| 30D | -14.9% | +15.1% | -30.0% | -20.7% |
| 3M | -18.0% | +3.5% | -21.6% | -20.7% |
| 6M | -3.1% | +0.4% | -3.6% | -7.3% |
| YTD | +172.9% | +4.6% | +168.3% | +155.3% |
| 1Y | +228.8% | +33.1% | +195.7% | +177.3% |
| 3Y | +950.8% | +396.0% | +554.9% | +395.0% |
| 5Y | +931.3% | +230.3% | +701.0% | +457.4% |
| All | +4,407.5% | +364.3% | +4,043.2% | +1,974.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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