+1,341.2%
MU vs TXN
+70.9%
+1,270.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +7.2% | +2.2% | +5.0% | +5.3% |
| 30D | +14.0% | -9.5% | +23.5% | +24.0% |
| 3M | +5.4% | -10.5% | +15.9% | +18.5% |
| 6M | +170.3% | +35.4% | +134.9% | +115.8% |
| YTD | +250.7% | +51.8% | +198.9% | +156.0% |
| 1Y | +662.1% | +42.9% | +619.2% | +481.4% |
| 3Y | +1,341.2% | +71.3% | +1,269.9% | +821.1% |
| All | +1,341.2% | +70.9% | +1,270.3% | +821.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 3y: compounded portfolio wealth divided by compounded TXN 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…
3y analysis · Full analysis span regression · 6 months rolling