+189.8%
MU vs ALB
-1.1%
+190.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -12.0% | +9.5% | -21.5% | -15.2% |
| 30D | -28.7% | -2.1% | -26.6% | -28.3% |
| 3M | -16.4% | -24.1% | +7.7% | -8.8% |
| 6M | -1.8% | -51.0% | +49.2% | +23.0% |
| YTD | +157.1% | -29.3% | +186.4% | +164.3% |
| All | +189.8% | -1.1% | +190.9% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling