+265.1%
MU vs DGX
+45.0%
+220.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.5% | -10.5% | -4.9% |
| 7D | -19.1% | +4.1% | -23.2% | -16.9% |
| 30D | -25.2% | +10.5% | -35.8% | -20.5% |
| 3M | -10.9% | +9.8% | -20.7% | -5.4% |
| 6M | +38.0% | +34.6% | +3.4% | +68.1% |
| YTD | +178.8% | +49.8% | +129.0% | +259.9% |
| 1Y | +265.1% | +46.0% | +219.1% | +363.2% |
| All | +265.1% | +45.0% | +220.2% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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