+3,971.9%
MU vs ALLE
+222.4%
+3,749.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.1% | +5.7% |
| 7D | -22.0% | -0.6% | -21.4% | -21.7% |
| 30D | -36.6% | +25.3% | -61.9% | -45.6% |
| 3M | -21.7% | +10.3% | -32.0% | -27.5% |
| 6M | +3.5% | +38.0% | -34.5% | -17.9% |
| YTD | +141.9% | +17.8% | +124.2% | +110.6% |
| 1Y | +189.8% | +13.6% | +176.2% | +158.3% |
| 3Y | +855.4% | +89.2% | +766.2% | +482.9% |
| 5Y | +869.2% | +51.1% | +818.1% | +577.1% |
| All | +3,971.9% | +222.4% | +3,749.5% | +1,598.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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