+4,277.4%
MU vs DD
+100.9%
+4,176.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.9% |
| 7D | -15.2% | +2.2% | -17.4% | -16.0% |
| 30D | -29.5% | +20.7% | -50.2% | -37.8% |
| 3M | -15.8% | +11.3% | -27.1% | -21.7% |
| 6M | -2.9% | +6.0% | -8.8% | -6.0% |
| YTD | +154.2% | +31.7% | +122.5% | +112.0% |
| 1Y | +186.6% | +32.2% | +154.4% | +138.6% |
| 3Y | +871.5% | +92.7% | +778.8% | +523.5% |
| 5Y | +911.7% | +72.1% | +839.6% | +591.7% |
| 10Y | +4,277.4% | +99.7% | +4,177.7% | +2,614.8% |
| All | +4,277.4% | +100.9% | +4,176.4% | +2,614.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling