+704.3%
MU vs ALHC
-61.5%
+765.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.3% |
| 7D | -22.0% | +1.0% | -23.0% | -22.0% |
| 30D | -36.6% | -14.2% | -22.4% | -36.0% |
| 3M | -21.7% | -45.1% | +23.4% | -18.9% |
| 6M | +3.5% | -59.5% | +63.1% | +9.0% |
| YTD | +141.9% | -62.8% | +204.8% | +155.1% |
| 1Y | +189.8% | -55.5% | +245.3% | +200.7% |
| 3Y | +855.4% | +25.7% | +829.7% | +747.0% |
| 5Y | +869.2% | -66.8% | +936.0% | +834.1% |
| All | +704.3% | -61.5% | +765.8% | +624.6% |
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