+265.1%
MU vs DTE
+5.6%
+259.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.4% | -9.4% | -5.3% |
| 7D | -19.1% | +4.2% | -23.3% | -16.6% |
| 30D | -25.2% | +10.0% | -35.2% | -20.3% |
| 3M | -10.9% | -2.1% | -8.8% | -11.1% |
| 6M | +38.0% | -4.7% | +42.7% | +38.2% |
| YTD | +178.8% | +9.3% | +169.5% | +167.5% |
| 1Y | +265.1% | +6.6% | +258.5% | +253.3% |
| All | +265.1% | +5.6% | +259.6% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling