+587.6%
MU vs ALAB
+241.5%
+346.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -19.6% | +2.2% | -10.5% |
| 7D | -29.7% | -38.2% | +8.5% | -16.6% |
| 30D | -37.2% | -54.0% | +16.7% | -17.8% |
| 3M | -26.5% | -43.6% | +17.1% | -10.9% |
| 6M | +2.6% | -16.8% | +19.4% | +10.9% |
| YTD | +130.1% | +7.9% | +122.3% | +121.2% |
| 1Y | +176.7% | -1.4% | +178.0% | +170.0% |
| All | +587.6% | +241.5% | +346.2% | +315.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling