+106,206.6%
MU vs TXT
+2,070.1%
+104,136.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | -4.8% | +13.8% | +11.6% |
| 30D | +13.8% | -10.6% | +24.4% | +20.2% |
| 3M | +2.1% | -13.2% | +15.3% | +9.7% |
| 6M | +153.8% | -20.3% | +174.2% | +184.0% |
| YTD | +256.4% | -9.3% | +265.6% | +271.1% |
| 1Y | +719.8% | -2.7% | +722.4% | +724.1% |
| 3Y | +1,360.4% | +1.4% | +1,359.0% | +1,334.3% |
| 5Y | +1,312.4% | +9.6% | +1,302.9% | +1,242.5% |
| 10Y | +6,142.6% | +94.9% | +6,047.7% | +4,097.6% |
| All | +106,206.6% | +2,070.1% | +104,136.6% | +15,513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling