+4,271.9%
MU vs TXT
+115.3%
+4,156.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.0% | +4.9% |
| 7D | -12.0% | -3.5% | -8.5% | -10.0% |
| 30D | -28.7% | +15.2% | -43.9% | -35.1% |
| 3M | -16.4% | -4.5% | -12.0% | -15.3% |
| 6M | -1.8% | -6.1% | +4.3% | +0.9% |
| YTD | +157.1% | -2.0% | +159.0% | +154.0% |
| 1Y | +208.5% | +4.2% | +204.3% | +193.8% |
| 3Y | +906.2% | +14.4% | +891.8% | +797.9% |
| 5Y | +893.4% | +12.3% | +881.1% | +792.2% |
| 10Y | +4,271.9% | +101.8% | +4,170.0% | +3,234.6% |
| All | +4,271.9% | +115.3% | +4,156.5% | +3,234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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