+7,773.9%
MU vs ALM
+7,705.7%
+68.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.1% |
| 7D | +9.0% | -2.6% | +11.6% | +9.0% |
| 30D | +13.8% | +32.0% | -18.2% | +13.6% |
| 3M | +2.1% | -15.0% | +17.1% | +2.2% |
| 6M | +153.8% | -10.1% | +163.9% | +153.9% |
| YTD | +256.4% | +99.4% | +157.0% | +254.7% |
| 1Y | +719.8% | +316.4% | +403.4% | +712.2% |
| 3Y | +1,360.4% | +2,022.0% | -661.6% | +1,331.0% |
| 5Y | +1,312.4% | +941.2% | +371.2% | +1,286.6% |
| 10Y | +6,142.6% | +2,950.3% | +3,192.2% | +5,975.1% |
| All | +7,773.9% | +7,705.7% | +68.2% | +7,335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling