+265.1%
MU vs DLR
+11.0%
+254.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.6% | -9.6% | -8.6% |
| 7D | -19.1% | +2.8% | -22.0% | -20.6% |
| 30D | -25.2% | +2.8% | -28.0% | -26.6% |
| 3M | -10.9% | -4.0% | -6.9% | -8.7% |
| 6M | +38.0% | -5.6% | +43.6% | +46.3% |
| YTD | +178.8% | +21.9% | +156.9% | +138.6% |
| 1Y | +265.1% | +13.0% | +252.1% | +216.4% |
| All | +265.1% | +11.0% | +254.2% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling