+659.6%
MU vs ALAB
+311.3%
+348.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -15.2% | -7.5% | -7.7% | -12.6% |
| 30D | -29.5% | -36.8% | +7.3% | -17.4% |
| 3M | -15.8% | -31.9% | +16.1% | -4.7% |
| 6M | -2.9% | +8.2% | -11.1% | -4.0% |
| YTD | +154.2% | +29.9% | +124.3% | +128.4% |
| 1Y | +186.6% | +24.4% | +162.2% | +158.3% |
| All | +659.6% | +311.3% | +348.3% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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