+1,605.8%
MU vs DT
+70.5%
+1,535.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -15.2% | -7.5% | -7.7% | -12.8% |
| 30D | -29.5% | -31.5% | +2.0% | -20.8% |
| 3M | -15.8% | -14.0% | -1.8% | -12.4% |
| 6M | -2.9% | +6.9% | -9.7% | -7.8% |
| YTD | +154.2% | +0.3% | +153.9% | +142.9% |
| 1Y | +186.6% | -6.9% | +193.5% | +181.6% |
| 3Y | +871.5% | -13.9% | +885.4% | +865.7% |
| 5Y | +911.7% | -39.9% | +951.6% | +976.3% |
| All | +1,605.8% | +70.5% | +1,535.2% | +984.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling