+855.4%
MU vs DG
+19.3%
+836.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +4.7% |
| 7D | -22.0% | +1.1% | -23.1% | -21.7% |
| 30D | -36.6% | +9.5% | -46.1% | -35.7% |
| 3M | -21.7% | +5.5% | -27.2% | -20.8% |
| 6M | +3.5% | +16.1% | -12.6% | +5.7% |
| YTD | +141.9% | +2.7% | +139.3% | +146.0% |
| 1Y | +189.8% | +42.1% | +147.8% | +198.1% |
| 3Y | +855.4% | +19.3% | +836.1% | +901.3% |
| All | +855.4% | +19.3% | +836.1% | +901.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling