+855.4%
MU vs ALB
-16.8%
+872.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.8% |
| 7D | -22.0% | +9.1% | -31.1% | -24.6% |
| 30D | -36.6% | -3.4% | -33.2% | -36.0% |
| 3M | -21.7% | -20.6% | -1.1% | -16.3% |
| 6M | +3.5% | -48.2% | +51.7% | +27.7% |
| YTD | +141.9% | -29.2% | +171.2% | +163.2% |
| 1Y | +189.8% | +10.0% | +179.8% | +172.4% |
| 3Y | +855.4% | -12.9% | +868.3% | +748.5% |
| All | +855.4% | -16.8% | +872.2% | +748.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling