+808.8%
MU vs D
+82.3%
+726.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.2% | -17.3% | -17.5% |
| 7D | -29.7% | +6.9% | -36.7% | -28.0% |
| 30D | -37.2% | +12.3% | -49.5% | -34.6% |
| 3M | -26.5% | +3.0% | -29.5% | -25.1% |
| 6M | +2.6% | +12.8% | -10.2% | +7.0% |
| YTD | +130.1% | +22.6% | +107.6% | +143.9% |
| 1Y | +176.7% | +21.7% | +155.0% | +193.1% |
| All | +808.8% | +82.3% | +726.6% | +921.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling