+4,524.1%
MU vs DG
+105.9%
+4,418.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | +21.6% | -2.5% | +24.1% | +22.0% |
| 30D | -16.2% | +7.7% | -23.9% | -17.4% |
| 3M | -12.4% | +13.1% | -25.5% | -14.5% |
| 6M | +4.2% | +32.0% | -27.8% | -2.0% |
| YTD | +180.0% | +3.3% | +176.6% | +174.3% |
| 1Y | +226.4% | +31.7% | +194.7% | +202.2% |
| 3Y | +969.7% | +21.7% | +948.0% | +854.3% |
| 5Y | +957.9% | -34.7% | +992.7% | +1,068.5% |
| All | +4,524.1% | +105.9% | +4,418.2% | +3,297.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling