+4,277.4%
MU vs ALLE
+217.2%
+4,060.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -15.2% | +0.1% | -15.3% | -15.0% |
| 30D | -29.5% | +25.9% | -55.4% | -39.6% |
| 3M | -15.8% | +14.9% | -30.7% | -23.9% |
| 6M | -2.9% | +42.1% | -45.0% | -24.2% |
| YTD | +154.2% | +20.4% | +133.9% | +118.4% |
| 1Y | +186.6% | +14.9% | +171.7% | +154.0% |
| 3Y | +871.5% | +90.1% | +781.4% | +491.2% |
| 5Y | +911.7% | +53.0% | +858.7% | +601.5% |
| 10Y | +4,277.4% | +208.8% | +4,068.5% | +1,820.5% |
| All | +4,277.4% | +217.2% | +4,060.1% | +1,820.5% |
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