+808.8%
MU vs ALLE
+90.7%
+718.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.9% | -14.6% | -16.5% |
| 7D | -29.7% | 0.0% | -29.8% | -29.7% |
| 30D | -37.2% | +20.6% | -57.8% | -41.6% |
| 3M | -26.5% | +11.4% | -37.9% | -29.3% |
| 6M | +2.6% | +42.5% | -40.0% | -12.4% |
| YTD | +130.1% | +18.9% | +111.3% | +112.5% |
| 1Y | +176.7% | +14.2% | +162.5% | +160.8% |
| All | +808.8% | +90.7% | +718.2% | +535.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling