+6,365.2%
MU vs DGX
+8,858.2%
-2,493.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.5% |
| 7D | +9.0% | -2.3% | +11.3% | +10.0% |
| 30D | +13.8% | +0.6% | +13.3% | +13.5% |
| 3M | +2.1% | +21.4% | -19.3% | -6.3% |
| 6M | +153.8% | +14.7% | +139.1% | +137.1% |
| YTD | +256.4% | +38.4% | +218.0% | +206.6% |
| 1Y | +719.8% | +34.0% | +685.8% | +610.1% |
| 3Y | +1,360.4% | +92.7% | +1,267.7% | +962.8% |
| 5Y | +1,312.4% | +67.7% | +1,244.7% | +973.1% |
| 10Y | +6,142.6% | +248.0% | +5,894.6% | +3,313.2% |
| All | +6,365.2% | +8,858.2% | -2,493.1% | +1,201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling