+236.9%
MU vs ALM
+14.6%
+222.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +11.8% |
| 7D | +2.0% | -7.2% | +9.2% | +4.9% |
| 30D | -18.0% | -26.4% | +8.4% | -9.6% |
| 3M | -6.6% | -38.6% | +32.0% | +6.9% |
| 6M | +2.0% | -61.0% | +63.0% | +28.8% |
| YTD | +184.5% | -7.4% | +191.8% | +216.1% |
| 1Y | +236.9% | +14.0% | +222.9% | +256.0% |
| All | +236.9% | +14.6% | +222.3% | +256.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling