+10,296.8%
MU vs ALB
+2,214.8%
+8,082.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.7% |
| 7D | -22.0% | +9.1% | -31.1% | -25.4% |
| 30D | -36.6% | -3.4% | -33.2% | -35.9% |
| 3M | -21.7% | -20.6% | -1.1% | -14.8% |
| 6M | +3.5% | -48.2% | +51.7% | +36.1% |
| YTD | +141.9% | -29.2% | +171.2% | +168.9% |
| 1Y | +189.8% | +10.0% | +179.8% | +164.3% |
| 3Y | +855.4% | -12.9% | +868.3% | +748.2% |
| 5Y | +869.2% | -61.3% | +930.5% | +1,049.0% |
| 10Y | +4,142.8% | +35.8% | +4,107.0% | +2,304.2% |
| All | +10,296.8% | +2,214.8% | +8,082.0% | +2,223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling