+1,319.3%
MU vs TRV
+156.0%
+1,163.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +7.2% | +0.5% | +6.7% | +7.1% |
| 30D | +14.0% | -4.9% | +18.8% | +14.4% |
| 3M | +5.4% | +23.7% | -18.4% | +2.2% |
| 6M | +170.3% | +20.3% | +150.0% | +162.6% |
| YTD | +250.7% | +27.1% | +223.6% | +235.7% |
| 1Y | +662.1% | +35.3% | +626.8% | +615.5% |
| 3Y | +1,341.2% | +139.8% | +1,201.4% | +994.7% |
| 5Y | +1,319.3% | +153.9% | +1,165.5% | +957.1% |
| All | +1,319.3% | +156.0% | +1,163.3% | +957.1% |
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