+4,277.4%
MU vs DG
+119.6%
+4,157.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -15.2% | +5.2% | -20.4% | -15.8% |
| 30D | -29.5% | +7.9% | -37.4% | -30.5% |
| 3M | -15.8% | +12.7% | -28.5% | -17.7% |
| 6M | -2.9% | +22.4% | -25.3% | -7.3% |
| YTD | +154.2% | +5.4% | +148.8% | +148.4% |
| 1Y | +186.6% | +39.4% | +147.2% | +162.3% |
| 3Y | +871.5% | +24.1% | +847.4% | +764.3% |
| 5Y | +911.7% | -32.2% | +943.8% | +1,004.1% |
| 10Y | +4,277.4% | +111.8% | +4,165.6% | +3,040.6% |
| All | +4,277.4% | +119.6% | +4,157.8% | +3,040.6% |
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