+72,065.9%
MU vs DD
+1,082.4%
+70,983.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.5% |
| 7D | -22.0% | +4.6% | -26.6% | -23.8% |
| 30D | -36.6% | +11.8% | -48.3% | -40.3% |
| 3M | -21.7% | +2.2% | -23.9% | -22.6% |
| 6M | +3.5% | -1.6% | +5.2% | +5.4% |
| YTD | +141.9% | +23.0% | +118.9% | +116.4% |
| 1Y | +189.8% | +26.9% | +162.9% | +155.2% |
| 3Y | +855.4% | +77.9% | +777.5% | +593.3% |
| 5Y | +869.2% | +59.9% | +809.3% | +645.3% |
| 10Y | +4,142.8% | +90.1% | +4,052.8% | +2,719.0% |
| All | +72,065.9% | +1,082.4% | +70,983.5% | +17,322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling