+228.8%
MU vs ALHC
-55.7%
+284.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.5% |
| 7D | +12.8% | +0.3% | +12.5% | +12.8% |
| 30D | -14.9% | -10.6% | -4.3% | -14.6% |
| 3M | -18.0% | -45.3% | +27.3% | -17.5% |
| 6M | -3.1% | -59.7% | +56.6% | +1.9% |
| YTD | +172.9% | -62.7% | +235.6% | +183.4% |
| 1Y | +228.8% | -56.1% | +285.0% | +219.5% |
| All | +228.8% | -55.7% | +284.5% | +219.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling