+4,609.2%
MU vs DE
+790.2%
+3,819.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.6% |
| 7D | +2.0% | +2.3% | -0.2% | +1.1% |
| 30D | -18.0% | +9.3% | -27.3% | -21.9% |
| 3M | -6.6% | +12.2% | -18.8% | -13.0% |
| 6M | +2.0% | +18.1% | -16.0% | -7.7% |
| YTD | +184.5% | +49.8% | +134.7% | +121.0% |
| 1Y | +236.9% | +46.4% | +190.5% | +163.4% |
| 3Y | +987.0% | +92.5% | +894.4% | +615.4% |
| 5Y | +1,014.6% | +107.4% | +907.2% | +560.1% |
| 10Y | +4,609.2% | +784.1% | +3,825.1% | +1,180.8% |
| All | +4,609.2% | +790.2% | +3,819.0% | +1,180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling