+4,973.7%
MU vs DRI
+7,577.6%
-2,604.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +9.0% | +0.6% | +8.4% | +8.7% |
| 30D | +13.8% | +3.8% | +10.0% | +11.9% |
| 3M | +2.1% | +13.0% | -10.9% | -3.8% |
| 6M | +153.8% | +8.3% | +145.5% | +142.7% |
| YTD | +256.4% | +20.6% | +235.8% | +224.9% |
| 1Y | +719.8% | +6.5% | +713.3% | +681.4% |
| 3Y | +1,360.4% | +53.7% | +1,306.7% | +1,065.3% |
| 5Y | +1,312.4% | +72.7% | +1,239.7% | +975.0% |
| 10Y | +6,142.6% | +363.2% | +5,779.4% | +2,771.4% |
| All | +4,973.7% | +7,577.6% | -2,604.0% | +911.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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