+719.8%
MU vs DTE
+3.0%
+716.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.7% |
| 7D | +9.0% | +0.2% | +8.8% | +9.1% |
| 30D | +13.8% | -2.6% | +16.4% | +12.2% |
| 3M | +2.1% | -3.9% | +6.0% | +0.5% |
| 6M | +153.8% | -7.9% | +161.7% | +149.6% |
| YTD | +256.4% | +7.2% | +249.2% | +242.9% |
| 1Y | +719.8% | +3.1% | +716.7% | +693.9% |
| All | +719.8% | +3.0% | +716.7% | +693.9% |
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