+1,315.7%
MU vs DT
-27.0%
+1,342.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.5% |
| 7D | +9.0% | -3.3% | +12.3% | +9.9% |
| 30D | +13.8% | +2.0% | +11.8% | +12.8% |
| 3M | +2.1% | +20.0% | -17.9% | -4.2% |
| 6M | +153.8% | +39.3% | +114.5% | +122.5% |
| YTD | +256.4% | +19.8% | +236.6% | +228.1% |
| 1Y | +719.8% | +4.3% | +715.5% | +691.7% |
| 3Y | +1,360.4% | +7.7% | +1,352.7% | +1,274.0% |
| All | +1,315.7% | -27.0% | +1,342.7% | +1,223.4% |
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