+1,596.3%
MU vs ALC
+31.8%
+1,564.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +6.1% |
| 7D | -22.0% | +4.9% | -26.9% | -24.1% |
| 30D | -36.6% | +19.0% | -55.5% | -42.1% |
| 3M | -21.7% | +7.8% | -29.5% | -25.5% |
| 6M | +3.5% | +14.6% | -11.0% | -6.6% |
| YTD | +141.9% | -4.4% | +146.4% | +138.2% |
| 1Y | +189.8% | +1.4% | +188.4% | +174.7% |
| 3Y | +855.4% | +2.5% | +852.9% | +780.5% |
| 5Y | +869.2% | -10.9% | +880.1% | +859.6% |
| All | +1,596.3% | +31.8% | +1,564.5% | +1,184.4% |
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 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