+1,346.4%
MU vs DTE
+31.9%
+1,314.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.7% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +19.4% | -0.5% | +19.9% | +19.4% |
| 3M | +9.8% | -6.0% | +15.9% | +9.8% |
| 6M | +164.1% | -7.2% | +171.4% | +164.3% |
| YTD | +260.3% | +7.2% | +253.1% | +254.9% |
| 1Y | +661.2% | +4.1% | +657.1% | +651.6% |
| 3Y | +1,380.8% | +46.9% | +1,334.0% | +1,292.0% |
| 5Y | +1,346.4% | +32.9% | +1,313.5% | +1,300.0% |
| All | +1,346.4% | +31.9% | +1,314.4% | +1,300.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling