+83,071.7%
MU vs ALK
+794.3%
+82,277.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.8% | -15.8% | -10.0% |
| 7D | -19.1% | +12.4% | -31.5% | -22.9% |
| 30D | -25.2% | +2.1% | -27.3% | -26.5% |
| 3M | -10.9% | -23.9% | +13.0% | -3.4% |
| 6M | +38.0% | +8.2% | +29.8% | +32.4% |
| YTD | +178.8% | -20.5% | +199.3% | +192.6% |
| 1Y | +265.1% | -1.0% | +266.2% | +255.0% |
| 3Y | +1,006.2% | +19.2% | +987.0% | +863.2% |
| 5Y | +1,027.5% | -28.2% | +1,055.7% | +1,050.6% |
| 10Y | +4,789.9% | -39.2% | +4,829.1% | +4,675.4% |
| All | +83,071.7% | +794.3% | +82,277.4% | +28,822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling