+1,138.0%
MUU vs ALC
-21.3%
+1,159.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.3% | +12.2% | +12.4% |
| 7D | -27.2% | +2.1% | -29.2% | -27.7% |
| 30D | -54.0% | +17.2% | -71.3% | -57.2% |
| 3M | -41.4% | +4.6% | -46.1% | -43.0% |
| 6M | -42.5% | +20.1% | -62.6% | -52.1% |
| YTD | +211.2% | -4.2% | +215.4% | +217.2% |
| 1Y | +313.4% | +2.1% | +311.3% | +280.2% |
| All | +1,138.0% | -21.3% | +1,159.3% | +1,608.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling