+84,752.4%
MU vs DTE
+3,619.8%
+81,132.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.6% |
| 7D | +2.0% | +1.6% | +0.5% | +1.5% |
| 30D | -18.0% | +9.1% | -27.0% | -21.5% |
| 3M | -6.6% | +2.4% | -9.0% | -7.9% |
| 6M | +2.0% | -0.2% | +2.3% | +0.9% |
| YTD | +184.5% | +11.0% | +173.4% | +164.7% |
| 1Y | +236.9% | +3.4% | +233.5% | +224.6% |
| 3Y | +987.0% | +57.1% | +929.9% | +721.0% |
| 5Y | +1,014.6% | +46.6% | +968.1% | +752.1% |
| 10Y | +4,609.2% | +151.3% | +4,457.9% | +2,422.1% |
| All | +84,752.4% | +3,619.8% | +81,132.7% | +7,953.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling