+957.9%
MU vs TXT
+10.3%
+947.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.3% |
| 7D | +21.6% | -1.1% | +22.7% | +22.4% |
| 30D | -16.2% | +13.3% | -29.5% | -24.3% |
| 3M | -12.4% | -5.1% | -7.2% | -10.3% |
| 6M | +4.2% | -7.1% | +11.3% | +8.5% |
| YTD | +180.0% | -3.2% | +183.2% | +177.2% |
| 1Y | +226.4% | +2.3% | +224.1% | +209.5% |
| 3Y | +969.7% | +11.1% | +958.6% | +812.4% |
| 5Y | +957.9% | +10.0% | +947.9% | +776.4% |
| All | +957.9% | +10.3% | +947.6% | +776.4% |
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