+5,731.6%
MU vs ALNY
+260.0%
+5,471.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.1% | -6.5% | +2.5% | -3.1% |
| 30D | +7.0% | +11.0% | -4.0% | +5.3% |
| 3M | -2.1% | -14.1% | +12.0% | -1.7% |
| 6M | +133.1% | -22.4% | +155.5% | +137.2% |
| YTD | +241.9% | -37.5% | +279.4% | +260.6% |
| 1Y | +548.8% | -46.9% | +595.7% | +602.7% |
| 3Y | +1,308.2% | +22.1% | +1,286.1% | +1,176.4% |
| 5Y | +1,260.7% | +31.2% | +1,229.5% | +1,072.7% |
| All | +5,731.6% | +260.0% | +5,471.6% | +4,185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling