+938.2%
MU vs DIA
+57.3%
+880.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.7% |
| 7D | +12.8% | +2.1% | +10.7% | +9.1% |
| 30D | -14.9% | +1.5% | -16.3% | -16.4% |
| 3M | -18.0% | -2.4% | -15.6% | -14.5% |
| 6M | -3.1% | +6.0% | -9.1% | -11.4% |
| YTD | +172.9% | +10.1% | +162.8% | +134.9% |
| 1Y | +228.8% | +11.8% | +217.0% | +176.4% |
| 3Y | +950.8% | +59.7% | +891.1% | +420.9% |
| All | +938.2% | +57.3% | +880.9% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 5y: compounded portfolio wealth divided by compounded DIA 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…
5y analysis · Full analysis span regression · 6 months rolling