+189.8%
MU vs DLR
+9.4%
+180.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +2.9% | +3.7% |
| 7D | -12.0% | +2.4% | -14.4% | -12.7% |
| 30D | -28.7% | +0.7% | -29.5% | -28.5% |
| 3M | -16.4% | -6.4% | -10.0% | -12.1% |
| 6M | -1.8% | -6.5% | +4.7% | +5.7% |
| YTD | +157.1% | +18.8% | +138.3% | +120.0% |
| All | +189.8% | +9.4% | +180.4% | +156.3% |
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