+1,014.6%
MU vs TRV
+178.6%
+836.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +11.9% |
| 7D | +2.0% | -2.4% | +4.4% | +2.1% |
| 30D | -18.0% | +7.5% | -25.4% | -18.2% |
| 3M | -6.6% | +6.7% | -13.3% | -6.8% |
| 6M | +2.0% | +35.5% | -33.4% | -1.6% |
| YTD | +184.5% | +39.3% | +145.2% | +171.6% |
| 1Y | +236.9% | +41.8% | +195.1% | +219.9% |
| 3Y | +987.0% | +147.3% | +839.7% | +743.3% |
| 5Y | +1,014.6% | +178.3% | +836.3% | +724.9% |
| All | +1,014.6% | +178.6% | +836.1% | +724.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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