+893.4%
MU vs ALLE
+55.0%
+838.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +4.9% |
| 7D | -12.0% | -0.6% | -11.4% | -11.6% |
| 30D | -28.7% | +26.6% | -55.3% | -37.1% |
| 3M | -16.4% | +13.2% | -29.6% | -22.1% |
| 6M | -1.8% | +42.9% | -44.7% | -20.0% |
| YTD | +157.1% | +21.0% | +136.0% | +127.6% |
| 1Y | +208.5% | +15.2% | +193.3% | +181.3% |
| 3Y | +906.2% | +95.6% | +810.6% | +542.6% |
| 5Y | +893.4% | +53.4% | +840.0% | +595.6% |
| All | +893.4% | +55.0% | +838.4% | +595.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling