+5,731.6%
MU vs DGX
+255.3%
+5,476.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | +7.0% | -1.2% | +8.2% | +7.4% |
| 3M | -2.1% | +15.8% | -17.8% | -7.5% |
| 6M | +133.1% | +18.2% | +114.9% | +117.0% |
| YTD | +241.9% | +37.2% | +204.7% | +197.9% |
| 1Y | +548.8% | +30.4% | +518.4% | +473.2% |
| 3Y | +1,308.2% | +96.7% | +1,211.5% | +901.9% |
| 5Y | +1,260.7% | +67.2% | +1,193.5% | +925.1% |
| All | +5,731.6% | +255.3% | +5,476.3% | +2,837.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling