+13,781.6%
MU vs DG
+606.1%
+13,175.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.8% |
| 7D | +9.0% | +8.4% | +0.6% | +7.2% |
| 30D | +13.8% | +4.9% | +8.9% | +12.6% |
| 3M | +2.1% | +29.3% | -27.3% | -4.0% |
| 6M | +153.8% | -11.3% | +165.1% | +157.8% |
| YTD | +256.4% | +1.8% | +254.6% | +249.9% |
| 1Y | +719.8% | +25.3% | +694.4% | +659.9% |
| 3Y | +1,360.4% | +9.1% | +1,351.3% | +1,231.5% |
| 5Y | +1,312.4% | -34.9% | +1,347.3% | +1,394.7% |
| 10Y | +6,142.6% | +108.2% | +6,034.4% | +4,450.1% |
| All | +13,781.6% | +606.1% | +13,175.5% | +5,811.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling