+1,341.2%
MU vs DTE
+48.7%
+1,292.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.4% |
| 7D | +7.2% | +0.9% | +6.3% | +7.4% |
| 30D | +14.0% | -1.9% | +15.8% | +13.6% |
| 3M | +5.4% | -3.3% | +8.7% | +4.7% |
| 6M | +170.3% | -7.1% | +177.4% | +168.3% |
| YTD | +250.7% | +8.1% | +242.6% | +249.9% |
| 1Y | +662.1% | +5.3% | +656.8% | +659.2% |
| 3Y | +1,341.2% | +48.2% | +1,293.0% | +1,383.6% |
| All | +1,341.2% | +48.7% | +1,292.5% | +1,383.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling