+1,346.4%
MU vs DE
+96.1%
+1,250.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +7.5% | -3.0% | +10.5% | +8.8% |
| 30D | +19.4% | +11.1% | +8.2% | +14.0% |
| 3M | +9.8% | +17.6% | -7.8% | +2.8% |
| 6M | +164.1% | +13.6% | +150.6% | +149.5% |
| YTD | +260.3% | +46.3% | +214.0% | +203.2% |
| 1Y | +661.2% | +44.2% | +617.0% | +541.0% |
| 3Y | +1,380.8% | +76.6% | +1,304.3% | +1,039.5% |
| 5Y | +1,346.4% | +98.2% | +1,248.1% | +917.8% |
| All | +1,346.4% | +96.1% | +1,250.3% | +917.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling