+1,334.0%
MU vs TXG
-63.6%
+1,397.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.1% |
| 7D | +7.5% | +9.1% | -1.7% | +5.1% |
| 30D | +19.4% | +14.9% | +4.5% | +14.9% |
| 3M | +9.8% | +120.0% | -110.1% | -10.5% |
| 6M | +164.1% | +221.8% | -57.7% | +94.1% |
| YTD | +260.3% | +312.6% | -52.3% | +146.7% |
| 1Y | +661.2% | +398.4% | +262.7% | +390.7% |
| 3Y | +1,380.8% | +42.1% | +1,338.8% | +1,069.0% |
| All | +1,334.0% | -63.6% | +1,397.5% | +1,197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling