+106,206.6%
MU vs D
+2,347.4%
+103,859.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | +1.5% | +7.5% | +8.3% |
| 30D | +13.8% | -2.6% | +16.4% | +15.0% |
| 3M | +2.1% | 0.0% | +2.1% | +1.6% |
| 6M | +153.8% | +7.4% | +146.5% | +143.3% |
| YTD | +256.4% | +15.9% | +240.5% | +230.5% |
| 1Y | +719.8% | +18.1% | +701.6% | +650.4% |
| 3Y | +1,360.4% | +58.4% | +1,302.0% | +1,029.6% |
| 5Y | +1,312.4% | +5.2% | +1,307.2% | +1,184.0% |
| 10Y | +6,142.6% | +35.9% | +6,106.7% | +4,592.6% |
| All | +106,206.6% | +2,347.4% | +103,859.2% | +13,825.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling