+2,398.8%
MU vs ALC
+24.0%
+2,374.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +7.2% |
| 7D | +9.0% | -2.1% | +11.1% | +10.0% |
| 30D | +13.8% | -0.1% | +13.9% | +13.3% |
| 3M | +2.1% | +5.9% | -3.8% | -2.6% |
| 6M | +153.8% | -15.9% | +169.7% | +171.6% |
| YTD | +256.4% | -10.1% | +266.5% | +264.7% |
| 1Y | +719.8% | -10.2% | +730.0% | +737.6% |
| 3Y | +1,360.4% | -13.6% | +1,373.9% | +1,394.7% |
| 5Y | +1,312.4% | -15.1% | +1,327.6% | +1,338.7% |
| All | +2,398.8% | +24.0% | +2,374.8% | +1,866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling