+4,407.5%
MU vs D
+48.0%
+4,359.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +12.8% | -1.4% | +14.2% | +13.0% |
| 30D | -14.9% | +7.7% | -22.6% | -15.8% |
| 3M | -18.0% | -0.3% | -17.8% | -18.1% |
| 6M | -3.1% | +10.1% | -13.2% | -5.0% |
| YTD | +172.9% | +19.1% | +153.8% | +163.5% |
| 1Y | +228.8% | +15.9% | +212.9% | +218.6% |
| 3Y | +950.8% | +75.0% | +875.8% | +812.8% |
| 5Y | +931.3% | +13.4% | +917.9% | +897.1% |
| All | +4,407.5% | +48.0% | +4,359.5% | +4,312.0% |
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