+1,315.7%
MU vs TXT
+10.4%
+1,305.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.4% |
| 7D | +9.0% | -4.8% | +13.8% | +12.8% |
| 30D | +13.8% | -10.6% | +24.4% | +23.2% |
| 3M | +2.1% | -13.2% | +15.3% | +13.2% |
| 6M | +153.8% | -20.3% | +174.2% | +197.8% |
| YTD | +256.4% | -9.3% | +265.6% | +274.9% |
| 1Y | +719.8% | -2.7% | +722.4% | +715.5% |
| 3Y | +1,360.4% | +1.4% | +1,359.0% | +1,251.7% |
| All | +1,315.7% | +10.4% | +1,305.3% | +1,122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling