+1,355.9%
MU vs DFNS
-100.0%
+1,455.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.2% | +6.3% |
| 7D | -12.0% | -42.8% | +30.8% | -12.0% |
| 30D | -28.7% | -67.6% | +38.8% | -28.7% |
| 3M | -16.4% | -94.9% | +78.4% | -16.3% |
| 6M | -1.8% | -96.7% | +94.9% | -1.4% |
| YTD | +157.1% | -99.6% | +256.7% | +158.2% |
| 1Y | +208.5% | -99.7% | +308.2% | +209.9% |
| 3Y | +906.2% | -100.0% | +1,006.1% | +878.9% |
| 5Y | +893.4% | -100.0% | +993.4% | +938.5% |
| All | +1,355.9% | -100.0% | +1,455.9% | +1,451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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