+822.0%
MU vs ALLY
-7.4%
+829.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.3% | -16.1% | -16.8% |
| 7D | -29.7% | -1.1% | -28.6% | -29.4% |
| 30D | -37.2% | +4.2% | -41.4% | -38.7% |
| 3M | -26.5% | -12.4% | -14.1% | -21.7% |
| 6M | +2.6% | -8.7% | +11.2% | +6.5% |
| YTD | +130.1% | -11.6% | +141.8% | +140.9% |
| 1Y | +176.7% | +0.2% | +176.5% | +170.9% |
| 3Y | +813.1% | +57.1% | +756.0% | +596.6% |
| 5Y | +822.0% | -6.8% | +828.8% | +855.0% |
| All | +822.0% | -7.4% | +829.4% | +855.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling