+4,609.2%
MU vs TXT
+98.8%
+4,510.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.9% | +12.5% |
| 7D | +2.0% | -0.8% | +2.8% | +2.6% |
| 30D | -18.0% | +13.4% | -31.4% | -24.6% |
| 3M | -6.6% | -2.5% | -4.0% | -6.5% |
| 6M | +2.0% | -6.2% | +8.2% | +4.8% |
| YTD | +184.5% | -1.3% | +185.8% | +179.8% |
| 1Y | +236.9% | +4.3% | +232.5% | +220.4% |
| 3Y | +987.0% | +13.2% | +973.7% | +874.7% |
| 5Y | +1,014.6% | +12.4% | +1,002.3% | +899.3% |
| 10Y | +4,609.2% | +94.8% | +4,514.4% | +3,402.3% |
| All | +4,609.2% | +98.8% | +4,510.4% | +3,402.3% |
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