+3,971.9%
MU vs D
+42.6%
+3,929.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.3% |
| 7D | -22.0% | +3.0% | -25.0% | -22.3% |
| 30D | -36.6% | +11.5% | -48.1% | -37.5% |
| 3M | -21.7% | +3.7% | -25.4% | -22.2% |
| 6M | +3.5% | +13.5% | -10.0% | +1.1% |
| YTD | +141.9% | +20.7% | +121.2% | +133.3% |
| 1Y | +189.8% | +18.2% | +171.6% | +180.0% |
| 3Y | +855.4% | +73.3% | +782.1% | +733.5% |
| 5Y | +869.2% | +12.3% | +856.9% | +841.9% |
| All | +3,971.9% | +42.6% | +3,929.4% | +3,875.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling