+189.8%
MU vs ALM
+31.8%
+158.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.4% |
| 7D | -22.0% | -6.7% | -15.3% | -19.9% |
| 30D | -36.6% | -32.9% | -3.7% | -28.1% |
| 3M | -21.7% | -39.5% | +17.8% | -10.1% |
| 6M | +3.5% | -62.0% | +65.5% | +31.1% |
| YTD | +141.9% | -7.8% | +149.8% | +169.8% |
| 1Y | +189.8% | +26.7% | +163.2% | +192.2% |
| All | +189.8% | +31.8% | +158.0% | +192.2% |
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 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