+2.0%
MU vs ALB
-54.1%
+56.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.8% | +11.4% |
| 7D | +2.0% | +1.1% | +1.0% | +1.3% |
| 30D | -18.0% | -2.6% | -15.4% | -16.9% |
| 3M | -6.6% | -25.6% | +19.0% | +6.2% |
| 6M | +2.0% | -54.0% | +56.1% | +98.8% |
| All | +2.0% | -54.1% | +56.1% | +98.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling