+808.8%
MU vs ALHC
+25.6%
+783.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.1% | -10.3% | -17.5% |
| 7D | -29.7% | -6.2% | -23.5% | -29.7% |
| 30D | -37.2% | -9.7% | -27.5% | -37.2% |
| 3M | -26.5% | -44.7% | +18.2% | -26.6% |
| 6M | +2.6% | -58.7% | +61.2% | +3.2% |
| YTD | +130.1% | -61.7% | +191.9% | +131.2% |
| 1Y | +176.7% | -55.7% | +232.4% | +177.8% |
| All | +808.8% | +25.6% | +783.3% | +797.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling