+950.8%
MU vs DD
+88.8%
+862.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +12.8% | +5.0% | +7.8% | +8.5% |
| 30D | -14.9% | +19.7% | -34.5% | -25.8% |
| 3M | -18.0% | +7.2% | -25.2% | -22.3% |
| 6M | -3.1% | +1.0% | -4.2% | -3.5% |
| YTD | +172.9% | +29.1% | +143.8% | +125.5% |
| 1Y | +228.8% | +28.5% | +200.4% | +173.0% |
| 3Y | +950.8% | +89.4% | +861.4% | +541.7% |
| All | +950.8% | +88.8% | +862.1% | +541.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling