+855.4%
MU vs DT
-9.2%
+864.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | -22.0% | -24.7% | +2.7% | -18.2% |
| 30D | -36.6% | -27.4% | -9.2% | -33.0% |
| 3M | -21.7% | -11.1% | -10.6% | -20.2% |
| 6M | +3.5% | +13.7% | -10.1% | -1.3% |
| YTD | +141.9% | +0.2% | +141.7% | +140.7% |
| 1Y | +189.8% | -5.7% | +195.5% | +196.2% |
| 3Y | +855.4% | -8.1% | +863.5% | +891.6% |
| All | +855.4% | -9.2% | +864.6% | +891.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling