+236.9%
MU vs DLR
+9.7%
+227.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.7% | +11.8% |
| 7D | +2.0% | -2.0% | +4.0% | +4.2% |
| 30D | -18.0% | +0.5% | -18.5% | -17.6% |
| 3M | -6.6% | -4.4% | -2.2% | -3.0% |
| 6M | +2.0% | -6.4% | +8.5% | +9.7% |
| YTD | +184.5% | +19.5% | +165.0% | +143.4% |
| 1Y | +236.9% | +10.5% | +226.3% | +195.2% |
| All | +236.9% | +9.7% | +227.2% | +195.2% |
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