+871.5%
MU vs ALC
+3.6%
+867.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -15.2% | +2.3% | -17.5% | -15.6% |
| 30D | -29.5% | +15.5% | -45.0% | -31.8% |
| 3M | -15.8% | +0.6% | -16.4% | -16.0% |
| 6M | -2.9% | +18.4% | -21.3% | -9.3% |
| YTD | +154.2% | -5.6% | +159.8% | +159.6% |
| 1Y | +186.6% | 0.0% | +186.5% | +182.9% |
| 3Y | +871.5% | +2.8% | +868.7% | +866.4% |
| All | +871.5% | +3.6% | +867.9% | +866.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling