+1,362.4%
MU vs ALM
+2,063.1%
-700.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.3% |
| 7D | +9.0% | -2.6% | +11.6% | +9.3% |
| 30D | +13.8% | +32.0% | -18.2% | +9.5% |
| 3M | +2.1% | -15.0% | +17.1% | +2.8% |
| 6M | +153.8% | -10.1% | +163.9% | +152.4% |
| YTD | +256.4% | +99.4% | +157.0% | +236.8% |
| 1Y | +719.8% | +316.4% | +403.4% | +633.7% |
| All | +1,362.4% | +2,063.1% | -700.7% | +1,021.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling