+4,277.4%
MU vs ALB
+34.3%
+4,243.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.5% |
| 7D | -15.2% | +5.3% | -20.5% | -17.3% |
| 30D | -29.5% | -6.3% | -23.3% | -28.1% |
| 3M | -15.8% | -27.4% | +11.6% | -6.2% |
| 6M | -2.9% | -53.1% | +50.2% | +27.4% |
| YTD | +154.2% | -32.3% | +186.6% | +183.6% |
| 1Y | +186.6% | -7.3% | +193.9% | +183.4% |
| 3Y | +871.5% | -14.9% | +886.4% | +786.7% |
| 5Y | +911.7% | -62.0% | +973.7% | +1,090.1% |
| 10Y | +4,277.4% | +33.0% | +4,244.4% | +2,645.2% |
| All | +4,277.4% | +34.3% | +4,243.0% | +2,645.2% |
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