+5,710.4%
MU vs DLR
+3,340.7%
+2,369.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | -22.0% | -3.6% | -18.4% | -20.2% |
| 30D | -36.6% | -3.5% | -33.1% | -35.1% |
| 3M | -21.7% | -8.9% | -12.8% | -17.4% |
| 6M | +3.5% | -11.6% | +15.1% | +10.2% |
| YTD | +141.9% | +14.9% | +127.0% | +125.0% |
| 1Y | +189.8% | +6.4% | +183.4% | +180.5% |
| 3Y | +855.4% | +47.3% | +808.1% | +682.0% |
| 5Y | +869.2% | +32.8% | +836.4% | +705.6% |
| 10Y | +4,142.8% | +169.6% | +3,973.3% | +2,123.6% |
| All | +5,710.4% | +3,340.7% | +2,369.7% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling