+855.4%
MU vs TXT
+7.8%
+847.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +6.3% |
| 7D | -22.0% | -2.5% | -19.5% | -20.8% |
| 30D | -36.6% | +14.4% | -51.0% | -42.3% |
| 3M | -21.7% | -4.9% | -16.8% | -19.7% |
| 6M | +3.5% | -10.2% | +13.8% | +10.6% |
| YTD | +141.9% | -4.1% | +146.0% | +142.1% |
| 1Y | +189.8% | +4.0% | +185.9% | +172.8% |
| 3Y | +855.4% | +8.0% | +847.4% | +736.6% |
| All | +855.4% | +7.8% | +847.5% | +736.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling