+265.1%
MU vs DG
+45.3%
+219.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.5% | -15.5% | -4.0% |
| 7D | -19.1% | +12.3% | -31.4% | -15.4% |
| 30D | -25.2% | +19.3% | -44.5% | -20.3% |
| 3M | -10.9% | +11.9% | -22.8% | -6.3% |
| 6M | +38.0% | +25.0% | +13.0% | +49.1% |
| YTD | +178.8% | +8.7% | +170.1% | +199.0% |
| 1Y | +265.1% | +44.7% | +220.5% | +299.9% |
| All | +265.1% | +45.3% | +219.9% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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