+808.8%
MU vs TPR
+412.6%
+396.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +7.1% | -24.5% | -19.9% |
| 7D | -29.7% | +13.9% | -43.6% | -33.5% |
| 30D | -37.2% | +14.9% | -52.1% | -41.0% |
| 3M | -26.5% | -15.4% | -11.1% | -22.9% |
| 6M | +2.6% | -4.5% | +7.0% | +0.3% |
| YTD | +130.1% | +6.0% | +124.2% | +112.8% |
| 1Y | +176.7% | +24.3% | +152.4% | +135.4% |
| All | +808.8% | +412.6% | +396.2% | +291.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling