+3,344.2%
MU vs DRI
+7,978.2%
-4,633.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | -22.0% | +2.8% | -24.8% | -23.0% |
| 30D | -36.6% | +13.3% | -49.8% | -39.9% |
| 3M | -21.7% | +8.2% | -29.9% | -24.8% |
| 6M | +3.5% | +17.5% | -14.0% | -4.8% |
| YTD | +141.9% | +26.9% | +115.0% | +114.6% |
| 1Y | +189.8% | +31.6% | +158.3% | +152.8% |
| 3Y | +855.4% | +67.0% | +788.4% | +633.0% |
| 5Y | +869.2% | +72.9% | +796.3% | +633.4% |
| 10Y | +4,142.8% | +371.3% | +3,771.5% | +1,826.6% |
| All | +3,344.2% | +7,978.2% | -4,633.9% | +567.6% |
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