+6,788.9%
MU vs ALNY
+4,163.9%
+2,625.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | +7.2% | +5.7% | +1.5% | +5.9% |
| 30D | +14.0% | +18.7% | -4.7% | +9.9% |
| 3M | +5.4% | -11.0% | +16.4% | +5.1% |
| 6M | +170.3% | -18.9% | +189.2% | +173.6% |
| YTD | +250.7% | -34.6% | +285.3% | +270.5% |
| 1Y | +662.1% | -42.8% | +704.9% | +726.1% |
| 3Y | +1,341.2% | +29.1% | +1,312.1% | +1,160.0% |
| 5Y | +1,319.3% | +39.6% | +1,279.7% | +1,060.4% |
| 10Y | +5,778.3% | +253.8% | +5,524.5% | +3,279.3% |
| All | +6,788.9% | +4,163.9% | +2,625.0% | +2,282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling