+5,778.3%
MU vs DD
+69.4%
+5,708.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +7.2% | -0.6% | +7.8% | +7.6% |
| 30D | +14.0% | -7.4% | +21.4% | +20.1% |
| 3M | +5.4% | -6.4% | +11.8% | +10.7% |
| 6M | +170.3% | -2.5% | +172.8% | +177.5% |
| YTD | +250.7% | +10.2% | +240.4% | +229.7% |
| 1Y | +662.1% | +36.9% | +625.2% | +517.4% |
| 3Y | +1,341.2% | +47.0% | +1,294.2% | +1,000.5% |
| 5Y | +1,319.3% | +63.1% | +1,256.2% | +910.0% |
| 10Y | +5,778.3% | +68.2% | +5,710.1% | +3,809.4% |
| All | +5,778.3% | +69.4% | +5,708.9% | +3,809.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling