+1,014.6%
MU vs ALB
-61.7%
+1,076.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.8% | +11.5% |
| 7D | +2.0% | +1.1% | +1.0% | +1.4% |
| 30D | -18.0% | -2.6% | -15.4% | -17.5% |
| 3M | -6.6% | -25.6% | +19.0% | +2.4% |
| 6M | +2.0% | -54.0% | +56.1% | +32.2% |
| YTD | +184.5% | -31.6% | +216.0% | +214.2% |
| 1Y | +236.9% | -6.6% | +243.4% | +233.5% |
| 3Y | +987.0% | -14.0% | +1,001.0% | +885.2% |
| 5Y | +1,014.6% | -62.5% | +1,077.2% | +1,173.8% |
| All | +1,014.6% | -61.7% | +1,076.4% | +1,173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling