+548.8%
MU vs TXG
+453.6%
+95.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.1% |
| 7D | -4.1% | +9.5% | -13.5% | -6.5% |
| 30D | +7.0% | +18.8% | -11.8% | +1.8% |
| 3M | -2.1% | +136.1% | -138.2% | -22.1% |
| 6M | +133.1% | +235.2% | -102.2% | +72.9% |
| YTD | +241.9% | +320.5% | -78.6% | +136.2% |
| 1Y | +548.8% | +425.2% | +123.6% | +320.5% |
| All | +548.8% | +453.6% | +95.2% | +320.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling