+1,397.6%
MUU vs ALC
-24.1%
+1,421.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -2.2% | +26.3% | +24.8% |
| 7D | -2.5% | -6.3% | +3.8% | -0.7% |
| 30D | -39.7% | +12.6% | -52.4% | -43.3% |
| 3M | -27.4% | -3.8% | -23.6% | -26.7% |
| 6M | -38.4% | +16.8% | -55.3% | -48.7% |
| YTD | +276.4% | -7.6% | +284.1% | +287.2% |
| 1Y | +390.7% | -5.9% | +396.6% | +391.7% |
| All | +1,397.6% | -24.1% | +1,421.7% | +1,985.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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