+6,184.9%
MU vs ALM
+3,525.2%
+2,659.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +11.9% |
| 7D | +2.0% | -7.2% | +9.2% | +2.1% |
| 30D | -18.0% | -26.4% | +8.4% | -17.7% |
| 3M | -6.6% | -38.6% | +32.0% | -6.2% |
| 6M | +2.0% | -61.0% | +63.0% | +2.8% |
| YTD | +184.5% | -7.4% | +191.8% | +184.9% |
| 1Y | +236.9% | +14.0% | +222.9% | +236.9% |
| 3Y | +987.0% | +844.4% | +142.5% | +972.3% |
| 5Y | +1,014.6% | +410.8% | +603.8% | +1,000.7% |
| 10Y | +4,609.2% | +2,084.7% | +2,524.5% | +4,505.7% |
| All | +6,184.9% | +3,525.2% | +2,659.7% | +5,870.7% |
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