+1,918.4%
MU vs DFNS
-99.9%
+2,018.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.1% |
| 7D | +9.0% | -16.0% | +25.0% | +9.0% |
| 30D | +13.8% | -77.7% | +91.5% | +13.9% |
| 3M | +2.1% | -77.2% | +79.3% | +2.3% |
| 6M | +153.8% | -95.2% | +249.0% | +154.5% |
| YTD | +256.4% | -98.0% | +354.4% | +257.4% |
| 1Y | +719.8% | -98.3% | +818.0% | +722.4% |
| 3Y | +1,360.4% | -99.9% | +1,460.2% | +1,321.4% |
| 5Y | +1,312.4% | -99.9% | +1,412.3% | +1,379.9% |
| All | +1,918.4% | -99.9% | +2,018.3% | +2,047.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling