+226.4%
MU vs DTE
+3.0%
+223.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.8% |
| 7D | +21.6% | +3.2% | +18.4% | +23.8% |
| 30D | -16.2% | +8.5% | -24.7% | -11.4% |
| 3M | -12.4% | +1.3% | -13.7% | -11.1% |
| 6M | +4.2% | -0.7% | +4.9% | +5.4% |
| YTD | +180.0% | +10.6% | +169.3% | +173.1% |
| 1Y | +226.4% | +2.6% | +223.7% | +210.3% |
| All | +226.4% | +3.0% | +223.4% | +210.3% |
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