+662.1%
MU vs DD
+37.3%
+624.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | +7.2% | -0.6% | +7.8% | +7.7% |
| 30D | +14.0% | -7.4% | +21.4% | +21.1% |
| 3M | +5.4% | -6.4% | +11.8% | +11.5% |
| 6M | +170.3% | -2.5% | +172.8% | +183.0% |
| YTD | +250.7% | +10.2% | +240.4% | +243.1% |
| 1Y | +662.1% | +36.9% | +625.2% | +583.4% |
| All | +662.1% | +37.3% | +624.8% | +583.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling