+6,028.8%
MU vs ALLY
+191.1%
+5,837.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +9.0% | +3.7% | +5.3% | +7.0% |
| 30D | +13.8% | -2.3% | +16.1% | +15.0% |
| 3M | +2.1% | +3.8% | -1.7% | +0.1% |
| 6M | +153.8% | +9.7% | +144.1% | +140.1% |
| YTD | +256.4% | -1.4% | +257.8% | +254.0% |
| 1Y | +719.8% | +8.2% | +711.5% | +674.2% |
| 3Y | +1,360.4% | +66.5% | +1,293.9% | +988.3% |
| 5Y | +1,312.4% | +1.2% | +1,311.2% | +1,200.2% |
| All | +6,028.8% | +191.1% | +5,837.7% | +3,436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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