+950.8%
MU vs ALHC
+22.7%
+928.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.8% |
| 3M | -18.0% | -45.3% | +27.3% | -18.2% |
| 6M | -3.1% | -59.7% | +56.6% | -2.4% |
| YTD | +172.9% | -62.7% | +235.6% | +174.3% |
| 1Y | +228.8% | -56.1% | +285.0% | +230.4% |
| 3Y | +950.8% | +21.3% | +929.6% | +891.1% |
| All | +950.8% | +22.7% | +928.2% | +891.1% |
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 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