+4,609.2%
MU vs D
+47.5%
+4,561.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.3% | +11.9% |
| 7D | +2.0% | -2.4% | +4.4% | +2.3% |
| 30D | -18.0% | +9.0% | -26.9% | -19.0% |
| 3M | -6.6% | +1.0% | -7.5% | -6.8% |
| 6M | +2.0% | +11.0% | -9.0% | -0.1% |
| YTD | +184.5% | +19.8% | +164.7% | +174.5% |
| 1Y | +236.9% | +16.0% | +220.9% | +226.5% |
| 3Y | +987.0% | +74.4% | +912.6% | +846.0% |
| 5Y | +1,014.6% | +13.5% | +1,001.1% | +978.5% |
| 10Y | +4,609.2% | +48.4% | +4,560.8% | +4,510.3% |
| All | +4,609.2% | +47.5% | +4,561.7% | +4,510.3% |
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