+5,778.3%
MU vs TXT
+98.4%
+5,679.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | +7.2% | -0.2% | +7.4% | +7.3% |
| 30D | +14.0% | -11.1% | +25.0% | +22.1% |
| 3M | +5.4% | -13.0% | +18.4% | +14.7% |
| 6M | +170.3% | -16.2% | +186.5% | +199.4% |
| YTD | +250.7% | -8.7% | +259.4% | +265.9% |
| 1Y | +662.1% | -3.8% | +665.9% | +669.8% |
| 3Y | +1,341.2% | +5.5% | +1,335.7% | +1,261.3% |
| 5Y | +1,319.3% | +12.3% | +1,307.1% | +1,194.0% |
| 10Y | +5,778.3% | +97.4% | +5,680.9% | +4,009.0% |
| All | +5,778.3% | +98.4% | +5,679.9% | +4,009.0% |
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