+236.9%
MU vs ALC
-4.7%
+241.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.2% | +14.0% | +10.9% |
| 7D | +2.0% | -6.3% | +8.3% | -0.9% |
| 30D | -18.0% | +12.6% | -30.6% | -13.6% |
| 3M | -6.6% | -3.8% | -2.7% | -6.8% |
| 6M | +2.0% | +16.8% | -14.8% | +6.5% |
| YTD | +184.5% | -7.6% | +192.1% | +212.0% |
| 1Y | +236.9% | -5.9% | +242.7% | +267.2% |
| All | +236.9% | -4.7% | +241.5% | +267.2% |
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