+1,549.7%
MU vs TXG
+14.9%
+1,534.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.4% | +13.2% | +12.2% |
| 7D | +2.0% | -8.1% | +10.1% | +4.7% |
| 30D | -18.0% | -17.5% | -0.5% | -13.7% |
| 3M | -6.6% | +6.1% | -12.7% | -9.1% |
| 6M | +2.0% | +202.7% | -200.6% | -23.6% |
| YTD | +184.5% | +280.4% | -96.0% | +97.2% |
| 1Y | +236.9% | +274.0% | -37.2% | +133.6% |
| 3Y | +987.0% | +74.9% | +912.1% | +718.1% |
| 5Y | +1,014.6% | -63.0% | +1,077.7% | +1,005.3% |
| All | +1,549.7% | +14.9% | +1,534.8% | +1,157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling