+1,315.7%
MU vs ALK
-25.3%
+1,340.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.5% |
| 7D | +9.0% | -0.7% | +9.6% | +9.3% |
| 30D | +13.8% | -19.2% | +33.0% | +24.0% |
| 3M | +2.1% | -1.5% | +3.6% | +2.3% |
| 6M | +153.8% | -13.1% | +166.9% | +163.7% |
| YTD | +256.4% | -16.4% | +272.8% | +272.2% |
| 1Y | +719.8% | -33.1% | +752.8% | +831.0% |
| 3Y | +1,360.4% | +0.6% | +1,359.7% | +1,192.2% |
| All | +1,315.7% | -25.3% | +1,340.9% | +1,310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling