+4,407.5%
MU vs DTE
+152.1%
+4,255.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +12.8% | +3.4% | +9.4% | +11.7% |
| 30D | -14.9% | +8.9% | -23.8% | -17.0% |
| 3M | -18.0% | +1.1% | -19.1% | -18.4% |
| 6M | -3.1% | +0.1% | -3.2% | -3.8% |
| YTD | +172.9% | +11.1% | +161.8% | +159.8% |
| 1Y | +228.8% | +4.9% | +223.9% | +219.1% |
| 3Y | +950.8% | +58.6% | +892.3% | +753.0% |
| 5Y | +931.3% | +47.3% | +884.0% | +746.2% |
| All | +4,407.5% | +152.1% | +4,255.4% | +3,024.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling