+5,245.2%
MU vs ALM
+3,507.4%
+1,737.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +5.1% |
| 7D | -22.0% | -6.7% | -15.3% | -22.0% |
| 30D | -36.6% | -32.9% | -3.7% | -36.4% |
| 3M | -21.7% | -39.5% | +17.8% | -21.4% |
| 6M | +3.5% | -62.0% | +65.5% | +4.3% |
| YTD | +141.9% | -7.8% | +149.8% | +142.3% |
| 1Y | +189.8% | +26.7% | +163.2% | +189.7% |
| 3Y | +855.4% | +825.4% | +30.0% | +842.6% |
| 5Y | +869.2% | +401.2% | +467.9% | +857.1% |
| 10Y | +4,142.8% | +2,074.0% | +2,068.8% | +4,049.7% |
| All | +5,245.2% | +3,507.4% | +1,737.8% | +4,978.2% |
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