+719.8%
MU vs DLR
+19.9%
+699.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +9.0% | +1.6% | +7.4% | +8.0% |
| 30D | +13.8% | -3.4% | +17.2% | +16.3% |
| 3M | +2.1% | +0.5% | +1.6% | +2.9% |
| 6M | +153.8% | +4.6% | +149.3% | +146.5% |
| YTD | +256.4% | +23.4% | +233.0% | +206.7% |
| 1Y | +719.8% | +19.0% | +700.7% | +643.1% |
| All | +719.8% | +19.9% | +699.9% | +643.1% |
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