+4,271.9%
MU vs ALK
-37.5%
+4,309.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +3.5% |
| 7D | -12.0% | +8.9% | -21.0% | -15.1% |
| 30D | -28.7% | +5.9% | -34.7% | -30.9% |
| 3M | -16.4% | -16.5% | +0.1% | -11.3% |
| 6M | -1.8% | +2.1% | -3.9% | -4.1% |
| YTD | +157.1% | -17.1% | +174.2% | +167.4% |
| 1Y | +208.5% | -2.9% | +211.4% | +200.7% |
| 3Y | +906.2% | +24.5% | +881.7% | +732.2% |
| 5Y | +893.4% | -29.1% | +922.5% | +910.2% |
| 10Y | +4,271.9% | -39.1% | +4,311.0% | +3,946.8% |
| All | +4,271.9% | -37.5% | +4,309.3% | +3,946.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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