+1,315.7%
MU vs ALHC
-33.5%
+1,349.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -0.6% | +9.6% | +9.0% |
| 30D | +13.8% | -1.0% | +14.8% | +13.8% |
| 3M | +2.1% | -10.2% | +12.2% | +2.5% |
| 6M | +153.8% | -28.3% | +182.1% | +157.2% |
| YTD | +256.4% | -31.4% | +287.8% | +262.3% |
| 1Y | +719.8% | -16.9% | +736.7% | +719.0% |
| 3Y | +1,360.4% | +135.5% | +1,224.9% | +1,134.4% |
| All | +1,315.7% | -33.5% | +1,349.2% | +1,159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling