+745.2%
MU vs ALHC
-59.7%
+805.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.5% |
| 7D | -15.2% | +3.8% | -19.0% | -15.4% |
| 30D | -29.5% | +1.7% | -31.2% | -29.6% |
| 3M | -15.8% | -44.3% | +28.6% | -12.9% |
| 6M | -2.9% | -57.2% | +54.3% | +1.8% |
| YTD | +154.2% | -61.2% | +215.4% | +167.2% |
| 1Y | +186.6% | -53.2% | +239.8% | +196.3% |
| 3Y | +871.5% | +27.8% | +843.6% | +762.4% |
| 5Y | +911.7% | -65.4% | +977.1% | +874.1% |
| All | +745.2% | -59.7% | +805.0% | +659.2% |
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