+754.6%
MU vs ALHC
-61.8%
+816.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.2% | +6.3% |
| 7D | -12.0% | +3.9% | -15.9% | -12.2% |
| 30D | -28.7% | -3.6% | -25.1% | -28.6% |
| 3M | -16.4% | -49.4% | +33.0% | -13.0% |
| 6M | -1.8% | -59.5% | +57.7% | +3.3% |
| YTD | +157.1% | -63.2% | +220.3% | +171.2% |
| 1Y | +208.5% | -55.5% | +264.0% | +220.0% |
| 3Y | +906.2% | +23.0% | +883.1% | +794.6% |
| 5Y | +893.4% | -65.7% | +959.1% | +855.7% |
| All | +754.6% | -61.8% | +816.4% | +670.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling