+957.9%
MU vs TPR
+223.9%
+734.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +21.6% | -1.1% | +22.8% | +22.2% |
| 30D | -16.2% | +15.1% | -31.3% | -22.4% |
| 3M | -12.4% | -13.4% | +1.0% | -9.1% |
| 6M | +4.2% | +1.4% | +2.8% | -1.5% |
| YTD | +180.0% | +4.8% | +175.2% | +158.0% |
| 1Y | +226.4% | +29.2% | +197.2% | +169.8% |
| 3Y | +969.7% | +403.7% | +566.0% | +315.8% |
| 5Y | +957.9% | +230.8% | +727.1% | +392.0% |
| All | +957.9% | +223.9% | +734.0% | +392.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling