+4,407.5%
MU vs ALB
+32.4%
+4,375.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | +12.8% | -5.8% | +18.6% | +15.3% |
| 30D | -14.9% | -4.5% | -10.3% | -13.8% |
| 3M | -18.0% | -28.1% | +10.0% | -8.4% |
| 6M | -3.1% | -53.2% | +50.1% | +27.2% |
| YTD | +172.9% | -33.3% | +206.2% | +206.3% |
| 1Y | +228.8% | -17.4% | +246.3% | +240.4% |
| 3Y | +950.8% | -14.1% | +965.0% | +855.5% |
| 5Y | +931.3% | -64.0% | +995.3% | +1,141.1% |
| All | +4,407.5% | +32.4% | +4,375.2% | +2,510.3% |
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