+1,384.0%
MU vs DGX
+96.8%
+1,287.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.7% |
| 7D | +7.5% | -2.2% | +9.7% | +7.2% |
| 30D | +19.4% | -0.9% | +20.3% | +19.2% |
| 3M | +9.8% | +15.6% | -5.8% | +12.3% |
| 6M | +164.1% | +17.8% | +146.3% | +171.7% |
| YTD | +260.3% | +37.5% | +222.9% | +269.8% |
| 1Y | +661.2% | +31.2% | +630.0% | +679.9% |
| All | +1,384.0% | +96.8% | +1,287.2% | +1,408.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling