+4,271.9%
MU vs DLR
+174.9%
+4,096.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +2.9% | +4.7% |
| 7D | -12.0% | +2.4% | -14.4% | -12.6% |
| 30D | -28.7% | +0.7% | -29.5% | -28.6% |
| 3M | -16.4% | -6.4% | -10.0% | -13.5% |
| 6M | -1.8% | -6.5% | +4.7% | +1.3% |
| YTD | +157.1% | +18.8% | +138.3% | +138.6% |
| 1Y | +208.5% | +9.0% | +199.5% | +197.4% |
| 3Y | +906.2% | +54.5% | +851.7% | +745.7% |
| 5Y | +893.4% | +35.8% | +857.6% | +753.1% |
| 10Y | +4,271.9% | +177.5% | +4,094.4% | +2,705.5% |
| All | +4,271.9% | +174.9% | +4,096.9% | +2,705.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling