+995.4%
MU vs TXT
+13.4%
+982.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.7% |
| 3M | -6.6% | -2.5% | -4.0% | -5.5% |
| 6M | +2.0% | -6.2% | +8.2% | +6.1% |
| YTD | +184.5% | -1.3% | +185.8% | +179.9% |
| 1Y | +236.9% | +4.3% | +232.5% | +217.7% |
| All | +995.4% | +13.4% | +982.0% | +836.5% |
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