+622.8%
MU vs ALAB
+262.8%
+360.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.1% | +2.9% |
| 7D | -22.0% | -26.3% | +4.3% | -12.9% |
| 30D | -36.6% | -50.1% | +13.5% | -19.2% |
| 3M | -21.7% | -42.5% | +20.8% | -5.8% |
| 6M | +3.5% | -10.8% | +14.4% | +9.3% |
| YTD | +141.9% | +14.6% | +127.3% | +127.6% |
| 1Y | +189.8% | +17.1% | +172.7% | +168.5% |
| All | +622.8% | +262.8% | +360.0% | +327.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling