+10,980.1%
MU vs DG
+632.1%
+10,348.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | +2.0% | -3.0% | +5.0% | +2.7% |
| 30D | -18.0% | +8.6% | -26.6% | -19.6% |
| 3M | -6.6% | +15.0% | -21.6% | -9.8% |
| 6M | +2.0% | +32.7% | -30.6% | -5.2% |
| YTD | +184.5% | +5.5% | +179.0% | +175.7% |
| 1Y | +236.9% | +34.6% | +202.3% | +206.5% |
| 3Y | +987.0% | +24.2% | +962.7% | +852.7% |
| 5Y | +1,014.6% | -32.3% | +1,046.9% | +1,064.2% |
| 10Y | +4,609.2% | +111.1% | +4,498.1% | +3,312.8% |
| All | +10,980.1% | +632.1% | +10,348.0% | +4,558.1% |
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