+3,971.9%
MU vs ALLY
+189.4%
+3,782.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.0% |
| 7D | -22.0% | +0.9% | -22.9% | -22.5% |
| 30D | -36.6% | +3.1% | -39.7% | -37.7% |
| 3M | -21.7% | -12.6% | -9.1% | -16.8% |
| 6M | +3.5% | -12.4% | +16.0% | +9.6% |
| YTD | +141.9% | -13.2% | +155.1% | +154.7% |
| 1Y | +189.8% | +1.8% | +188.0% | +181.9% |
| 3Y | +855.4% | +58.0% | +797.4% | +632.3% |
| 5Y | +869.2% | -8.4% | +877.6% | +837.7% |
| All | +3,971.9% | +189.4% | +3,782.6% | +2,419.3% |
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