+4,524.1%
MU vs DLR
+193.8%
+4,330.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.2% |
| 7D | +21.6% | +5.0% | +16.6% | +18.9% |
| 30D | -16.2% | +3.0% | -19.2% | -17.0% |
| 3M | -12.4% | -6.3% | -6.1% | -9.4% |
| 6M | +4.2% | -4.8% | +9.0% | +6.6% |
| YTD | +180.0% | +21.0% | +158.9% | +157.5% |
| 1Y | +226.4% | +15.1% | +211.3% | +207.2% |
| 3Y | +969.7% | +56.0% | +913.7% | +794.0% |
| 5Y | +957.9% | +39.1% | +918.8% | +798.5% |
| All | +4,524.1% | +193.8% | +4,330.3% | +2,829.8% |
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