+4,271.9%
MU vs ALM
+2,221.4%
+2,050.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.8% | +5.6% |
| 7D | -12.0% | +0.7% | -12.8% | -12.0% |
| 30D | -28.7% | -26.1% | -2.7% | -27.0% |
| 3M | -16.4% | -38.1% | +21.7% | -13.4% |
| 6M | -1.8% | -55.4% | +53.6% | +3.9% |
| YTD | +157.1% | -0.4% | +157.5% | +160.2% |
| 1Y | +208.5% | +25.4% | +183.1% | +208.4% |
| 3Y | +906.2% | +907.8% | -1.6% | +790.2% |
| 5Y | +893.4% | +440.2% | +453.2% | +785.7% |
| 10Y | +4,271.9% | +2,031.1% | +2,240.7% | +3,466.2% |
| All | +4,271.9% | +2,221.4% | +2,050.4% | +3,466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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