+265.1%
MU vs ALC
+4.2%
+261.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.8% | -13.8% | -3.8% |
| 7D | -19.1% | +10.7% | -29.8% | -14.9% |
| 30D | -25.2% | +20.2% | -45.4% | -18.8% |
| 3M | -10.9% | +8.9% | -19.8% | -6.6% |
| 6M | +38.0% | +5.7% | +32.3% | +50.4% |
| YTD | +178.8% | -1.4% | +180.3% | +213.4% |
| 1Y | +265.1% | +4.7% | +260.4% | +312.0% |
| All | +265.1% | +4.2% | +261.0% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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