+855.4%
MU vs TPR
+407.4%
+448.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | -22.0% | +14.2% | -36.2% | -26.3% |
| 30D | -36.6% | +17.1% | -53.7% | -40.9% |
| 3M | -21.7% | -17.7% | -4.0% | -16.9% |
| 6M | +3.5% | -10.2% | +13.7% | +4.2% |
| YTD | +141.9% | +4.9% | +137.0% | +124.4% |
| 1Y | +189.8% | +36.1% | +153.7% | +136.3% |
| 3Y | +855.4% | +416.5% | +438.9% | +313.1% |
| All | +855.4% | +407.4% | +448.0% | +313.1% |
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