+9,323.5%
MU vs DG
+612.5%
+8,711.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +5.7% |
| 7D | -22.0% | +1.1% | -23.1% | -22.3% |
| 30D | -36.6% | +9.5% | -46.1% | -38.0% |
| 3M | -21.7% | +5.5% | -27.2% | -23.1% |
| 6M | +3.5% | +16.1% | -12.6% | -1.4% |
| YTD | +141.9% | +2.7% | +139.3% | +135.6% |
| 1Y | +189.8% | +42.1% | +147.8% | +159.7% |
| 3Y | +855.4% | +19.3% | +836.1% | +745.0% |
| 5Y | +869.2% | -35.3% | +904.5% | +924.0% |
| 10Y | +4,142.8% | +123.9% | +4,018.9% | +2,914.3% |
| All | +9,323.5% | +612.5% | +8,711.0% | +3,880.6% |
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 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