+1,315.7%
MU vs DD
+61.3%
+1,254.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.8% |
| 7D | +9.0% | -3.5% | +12.5% | +12.0% |
| 30D | +13.8% | -10.3% | +24.1% | +23.7% |
| 3M | +2.1% | -7.5% | +9.6% | +9.0% |
| 6M | +153.8% | -8.0% | +161.8% | +172.9% |
| YTD | +256.4% | +10.5% | +245.9% | +231.8% |
| 1Y | +719.8% | +38.3% | +681.5% | +541.9% |
| 3Y | +1,360.4% | +42.5% | +1,317.9% | +1,003.8% |
| All | +1,315.7% | +61.3% | +1,254.4% | +908.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling