+855.4%
MU vs ALK
+16.0%
+839.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | -22.0% | +9.0% | -31.1% | -24.7% |
| 30D | -36.6% | -1.6% | -34.9% | -36.5% |
| 3M | -21.7% | -23.2% | +1.5% | -14.4% |
| 6M | +3.5% | -3.9% | +7.4% | +4.2% |
| YTD | +141.9% | -22.6% | +164.5% | +156.5% |
| 1Y | +189.8% | -5.3% | +195.2% | +186.0% |
| 3Y | +855.4% | +18.6% | +836.8% | +753.9% |
| All | +855.4% | +16.0% | +839.4% | +753.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling