+847.8%
MU vs DAR
-41.1%
+888.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | -22.0% | -9.9% | -12.1% | -19.1% |
| 30D | -36.6% | -16.4% | -20.2% | -32.8% |
| 3M | -21.7% | -17.1% | -4.7% | -17.1% |
| 6M | +3.5% | -20.5% | +24.0% | +11.1% |
| YTD | +141.9% | +39.4% | +102.5% | +113.9% |
| 1Y | +189.8% | +57.2% | +132.6% | +145.9% |
| 3Y | +855.4% | +13.9% | +841.5% | +755.1% |
| All | +847.8% | -41.1% | +888.9% | +927.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling