+4,407.5%
MU vs ALLY
+174.3%
+4,233.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +12.8% | +0.4% | +12.4% | +12.7% |
| 30D | -14.9% | +5.2% | -20.1% | -17.2% |
| 3M | -18.0% | -13.3% | -4.7% | -12.4% |
| 6M | -3.1% | -6.7% | +3.5% | -0.5% |
| YTD | +172.9% | -12.8% | +185.7% | +187.1% |
| 1Y | +228.8% | +0.7% | +228.2% | +221.9% |
| 3Y | +950.8% | +65.2% | +885.6% | +687.5% |
| 5Y | +931.3% | -10.1% | +941.4% | +907.9% |
| All | +4,407.5% | +174.3% | +4,233.2% | +2,539.6% |
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