+5,975.2%
MU vs DAR
+355.9%
+5,619.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +6.9% | +6.4% |
| 7D | +9.0% | +1.4% | +7.6% | +8.3% |
| 30D | +13.8% | +12.8% | +1.0% | +8.0% |
| 3M | +2.1% | +7.4% | -5.3% | -1.3% |
| 6M | +153.8% | +22.3% | +131.5% | +130.7% |
| YTD | +256.4% | +81.1% | +175.3% | +175.2% |
| 1Y | +719.8% | +106.5% | +613.3% | +493.6% |
| 3Y | +1,360.4% | +5.3% | +1,355.1% | +1,233.2% |
| 5Y | +1,312.4% | -11.5% | +1,324.0% | +1,228.7% |
| All | +5,975.2% | +355.9% | +5,619.4% | +2,208.7% |
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