+938.2%
MU vs DT
-37.8%
+976.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +12.8% | +3.1% | +9.7% | +11.9% |
| 30D | -14.9% | -29.5% | +14.7% | -6.2% |
| 3M | -18.0% | -11.7% | -6.3% | -15.7% |
| 6M | -3.1% | +29.0% | -32.1% | -12.8% |
| YTD | +172.9% | +3.4% | +169.5% | +160.5% |
| 1Y | +228.8% | -4.2% | +233.1% | +223.6% |
| 3Y | +950.8% | -12.8% | +963.7% | +952.2% |
| All | +938.2% | -37.8% | +976.0% | +927.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling