+1,362.4%
MU vs ALC
-13.3%
+1,375.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.6% |
| 7D | +9.0% | -2.1% | +11.1% | +9.5% |
| 30D | +13.8% | -0.1% | +13.9% | +13.5% |
| 3M | +2.1% | +5.9% | -3.8% | -0.8% |
| 6M | +153.8% | -15.9% | +169.7% | +171.9% |
| YTD | +256.4% | -10.1% | +266.5% | +267.8% |
| 1Y | +719.8% | -10.2% | +730.0% | +744.9% |
| All | +1,362.4% | -13.3% | +1,375.8% | +1,331.1% |
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