+5,778.3%
MU vs DLR
+163.6%
+5,614.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +7.2% | +3.4% | +3.8% | +5.6% |
| 30D | +14.0% | -2.2% | +16.2% | +15.2% |
| 3M | +5.4% | +4.7% | +0.7% | +3.1% |
| 6M | +170.3% | +9.0% | +161.3% | +159.3% |
| YTD | +250.7% | +24.1% | +226.5% | +217.8% |
| 1Y | +662.1% | +20.9% | +641.2% | +598.7% |
| 3Y | +1,341.2% | +60.0% | +1,281.2% | +1,084.7% |
| 5Y | +1,319.3% | +35.3% | +1,284.1% | +1,109.0% |
| 10Y | +5,778.3% | +165.8% | +5,612.5% | +3,622.6% |
| All | +5,778.3% | +163.6% | +5,614.7% | +3,622.6% |
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