+4,422.8%
MU vs ALLY
+124.8%
+4,298.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +9.0% | +3.7% | +5.3% | +6.9% |
| 30D | +13.8% | -2.3% | +16.1% | +15.1% |
| 3M | +2.1% | +3.8% | -1.7% | +0.1% |
| 6M | +153.8% | +9.7% | +144.1% | +139.5% |
| YTD | +256.4% | -1.4% | +257.8% | +253.7% |
| 1Y | +719.8% | +8.2% | +711.5% | +671.9% |
| 3Y | +1,360.4% | +66.5% | +1,293.9% | +969.7% |
| 5Y | +1,312.4% | +1.2% | +1,311.2% | +1,191.1% |
| 10Y | +6,142.6% | +191.4% | +5,951.1% | +2,760.7% |
| All | +4,422.8% | +124.8% | +4,298.0% | +2,146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling