+3,971.9%
MU vs TPR
+383.4%
+3,588.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | -22.0% | +14.2% | -36.2% | -26.9% |
| 30D | -36.6% | +17.1% | -53.7% | -41.3% |
| 3M | -21.7% | -17.7% | -4.0% | -17.7% |
| 6M | +3.5% | -10.2% | +13.7% | +3.9% |
| YTD | +141.9% | +4.9% | +137.0% | +126.2% |
| 1Y | +189.8% | +36.1% | +153.7% | +142.3% |
| 3Y | +855.4% | +416.5% | +438.9% | +342.8% |
| 5Y | +869.2% | +254.8% | +614.4% | +409.3% |
| All | +3,971.9% | +383.4% | +3,588.5% | +1,752.8% |
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