+2,252.7%
MU vs DT
+97.2%
+2,155.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.6% |
| 7D | +7.2% | -4.9% | +12.0% | +8.7% |
| 30D | +14.0% | +2.7% | +11.3% | +12.6% |
| 3M | +5.4% | +20.0% | -14.6% | -2.1% |
| 6M | +170.3% | +28.0% | +142.2% | +141.1% |
| YTD | +250.7% | +16.0% | +234.6% | +221.6% |
| 1Y | +662.1% | +0.7% | +661.4% | +633.4% |
| 3Y | +1,341.2% | +6.2% | +1,335.0% | +1,241.1% |
| 5Y | +1,319.3% | -28.1% | +1,347.5% | +1,323.0% |
| All | +2,252.7% | +97.2% | +2,155.5% | +1,336.3% |
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