+5,975.2%
MU vs ALB
+74.5%
+5,900.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.5% | +7.8% |
| 7D | +9.0% | -8.1% | +17.0% | +12.2% |
| 30D | +13.8% | +6.3% | +7.6% | +10.4% |
| 3M | +2.1% | -23.6% | +25.7% | +12.2% |
| 6M | +153.8% | -24.6% | +178.4% | +177.4% |
| YTD | +256.4% | -10.3% | +266.7% | +260.3% |
| 1Y | +719.8% | +61.5% | +658.3% | +555.6% |
| 3Y | +1,360.4% | -34.0% | +1,394.3% | +1,381.9% |
| 5Y | +1,312.4% | -44.6% | +1,357.0% | +1,339.9% |
| All | +5,975.2% | +74.5% | +5,900.7% | +3,309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling