+1,813.4%
MU vs ALC
+30.4%
+1,783.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -4.0% |
| 7D | +12.8% | -1.1% | +13.9% | +13.2% |
| 30D | -14.9% | +16.0% | -30.9% | -21.5% |
| 3M | -18.0% | +0.8% | -18.9% | -19.4% |
| 6M | -3.1% | +16.8% | -20.0% | -13.5% |
| YTD | +172.9% | -5.5% | +178.4% | +169.6% |
| 1Y | +228.8% | -5.3% | +234.1% | +224.2% |
| 3Y | +950.8% | +4.1% | +946.8% | +856.1% |
| 5Y | +931.3% | -7.1% | +938.3% | +891.1% |
| All | +1,813.4% | +30.4% | +1,783.0% | +1,353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling