+1,549.6%
MU vs TPR
+8,117.6%
-6,568.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +7.1% | -24.5% | -20.5% |
| 7D | -29.7% | +13.9% | -43.6% | -34.3% |
| 30D | -37.2% | +14.9% | -52.1% | -41.9% |
| 3M | -26.5% | -15.4% | -11.1% | -23.6% |
| 6M | +2.6% | -4.5% | +7.0% | 0.0% |
| YTD | +130.1% | +6.0% | +124.2% | +113.4% |
| 1Y | +176.7% | +24.3% | +152.4% | +138.0% |
| 3Y | +813.1% | +412.8% | +400.3% | +305.6% |
| 5Y | +822.0% | +258.4% | +563.5% | +364.9% |
| 10Y | +3,936.2% | +396.8% | +3,539.3% | +1,375.5% |
| All | +1,549.6% | +8,117.6% | -6,568.0% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling