+906.2%
MU vs DHR
+20.4%
+885.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.1% | +5.4% |
| 7D | -12.0% | +3.1% | -15.2% | -12.9% |
| 30D | -28.7% | +7.0% | -35.7% | -30.3% |
| 3M | -16.4% | +15.0% | -31.5% | -20.7% |
| 6M | -1.8% | +37.9% | -39.7% | -16.8% |
| YTD | +157.1% | +3.3% | +153.7% | +156.1% |
| 1Y | +208.5% | +12.8% | +195.7% | +190.6% |
| 3Y | +906.2% | +22.4% | +883.8% | +792.4% |
| All | +906.2% | +20.4% | +885.8% | +792.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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