+807.2%
MU vs ALHC
-61.4%
+868.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.4% |
| 7D | +12.8% | +0.3% | +12.5% | +12.8% |
| 30D | -14.9% | -10.6% | -4.3% | -14.2% |
| 3M | -18.0% | -45.3% | +27.3% | -15.1% |
| 6M | -3.1% | -59.7% | +56.6% | +2.1% |
| YTD | +172.9% | -62.7% | +235.6% | +187.6% |
| 1Y | +228.8% | -56.1% | +285.0% | +241.6% |
| 3Y | +950.8% | +21.3% | +929.6% | +836.9% |
| 5Y | +931.3% | -66.0% | +997.2% | +893.8% |
| All | +807.2% | -61.4% | +868.6% | +717.1% |
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