+186.6%
MU vs DG
+41.0%
+145.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -0.9% |
| 7D | -15.2% | +5.2% | -20.4% | -13.4% |
| 30D | -29.5% | +7.9% | -37.4% | -27.1% |
| 3M | -15.8% | +12.7% | -28.5% | -11.3% |
| 6M | -2.9% | +22.4% | -25.3% | +4.3% |
| YTD | +154.2% | +5.4% | +148.8% | +169.5% |
| 1Y | +186.6% | +39.4% | +147.2% | +218.1% |
| All | +186.6% | +41.0% | +145.6% | +218.1% |
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