+938.2%
MU vs TXG
-65.2%
+1,003.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +12.8% | -1.8% | +14.6% | +13.3% |
| 30D | -14.9% | -20.4% | +5.5% | -9.5% |
| 3M | -18.0% | +0.1% | -18.1% | -19.0% |
| 6M | -3.1% | +176.2% | -179.3% | -26.1% |
| YTD | +172.9% | +256.8% | -83.9% | +91.2% |
| 1Y | +228.8% | +255.9% | -27.1% | +129.5% |
| 3Y | +950.8% | +60.2% | +890.6% | +700.5% |
| All | +938.2% | -65.2% | +1,003.4% | +898.6% |
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