+265.1%
MU vs DE
+49.6%
+215.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.6% | -7.2% |
| 7D | -19.1% | +5.6% | -24.7% | -19.9% |
| 30D | -25.2% | -0.8% | -24.4% | -25.0% |
| 3M | -10.9% | +9.8% | -20.7% | -12.9% |
| 6M | +38.0% | +17.5% | +20.5% | +34.8% |
| YTD | +178.8% | +46.5% | +132.4% | +185.0% |
| 1Y | +265.1% | +46.1% | +219.0% | +268.7% |
| All | +265.1% | +49.6% | +215.5% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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