+1,887.2%
MU vs TXG
+22.9%
+1,864.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.6% |
| 7D | +2.0% | +5.0% | -3.0% | +0.7% |
| 30D | +12.5% | +13.5% | -1.0% | +8.7% |
| 3M | +9.6% | +128.0% | -118.4% | -11.2% |
| 6M | +142.6% | +224.4% | -81.8% | +78.3% |
| YTD | +242.7% | +307.0% | -64.3% | +135.8% |
| 1Y | +599.3% | +427.2% | +172.0% | +346.3% |
| 3Y | +1,308.3% | +40.2% | +1,268.1% | +1,023.2% |
| 5Y | +1,263.7% | -64.0% | +1,327.7% | +1,265.5% |
| All | +1,887.2% | +22.9% | +1,864.2% | +1,403.0% |
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