+822.0%
MU vs D
+14.9%
+807.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.2% | -17.3% | -17.5% |
| 7D | -29.7% | +6.9% | -36.7% | -29.1% |
| 30D | -37.2% | +12.3% | -49.5% | -36.3% |
| 3M | -26.5% | +3.0% | -29.5% | -25.9% |
| 6M | +2.6% | +12.8% | -10.2% | +4.0% |
| YTD | +130.1% | +22.6% | +107.6% | +133.7% |
| 1Y | +176.7% | +21.7% | +155.0% | +180.9% |
| 3Y | +813.1% | +83.9% | +729.2% | +801.8% |
| 5Y | +822.0% | +14.0% | +808.0% | +904.9% |
| All | +822.0% | +14.9% | +807.0% | +904.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling