+8,459.2%
MU vs DLR
+3,595.7%
+4,863.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +9.0% | +1.6% | +7.4% | +8.1% |
| 30D | +13.8% | -3.4% | +17.2% | +15.9% |
| 3M | +2.1% | +0.5% | +1.6% | +1.4% |
| 6M | +153.8% | +4.6% | +149.3% | +146.9% |
| YTD | +256.4% | +23.4% | +233.0% | +218.1% |
| 1Y | +719.8% | +19.0% | +700.7% | +645.3% |
| 3Y | +1,360.4% | +56.5% | +1,303.8% | +1,049.2% |
| 5Y | +1,312.4% | +33.3% | +1,279.1% | +1,062.2% |
| 10Y | +6,142.6% | +165.1% | +5,977.4% | +3,184.8% |
| All | +8,459.2% | +3,595.7% | +4,863.5% | +1,040.8% |
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 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