+4,524.1%
MU vs DAR
+307.1%
+4,217.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.5% |
| 7D | +21.6% | +9.2% | +12.4% | +17.5% |
| 30D | -16.2% | -12.3% | -4.0% | -11.3% |
| 3M | -12.4% | -12.7% | +0.4% | -7.6% |
| 6M | +4.2% | -12.8% | +17.0% | +9.4% |
| YTD | +180.0% | +53.8% | +126.2% | +130.7% |
| 1Y | +226.4% | +60.3% | +166.1% | +164.2% |
| 3Y | +969.7% | +31.7% | +938.0% | +778.4% |
| 5Y | +957.9% | -27.7% | +985.7% | +991.8% |
| All | +4,524.1% | +307.1% | +4,217.0% | +1,744.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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