+975.0%
MU vs ALM
+421.8%
+553.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +11.9% |
| 7D | +2.0% | -7.2% | +9.2% | +3.2% |
| 30D | -18.0% | -26.4% | +8.4% | -14.5% |
| 3M | -6.6% | -38.6% | +32.0% | -0.9% |
| 6M | +2.0% | -61.0% | +63.0% | +13.1% |
| YTD | +184.5% | -7.4% | +191.8% | +194.2% |
| 1Y | +236.9% | +14.0% | +222.9% | +242.6% |
| 3Y | +987.0% | +844.4% | +142.5% | +797.2% |
| All | +975.0% | +421.8% | +553.2% | +780.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling