+1,272.2%
MUU vs ALHC
-34.8%
+1,307.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.4% | -5.2% |
| 7D | +24.7% | +0.3% | +24.4% | +24.7% |
| 30D | -35.1% | -10.6% | -24.6% | -35.1% |
| 3M | -44.3% | -45.3% | +1.1% | -44.7% |
| 6M | -44.4% | -59.7% | +15.3% | -43.1% |
| YTD | +244.9% | -62.7% | +307.7% | +251.4% |
| 1Y | +365.6% | -56.1% | +421.7% | +376.0% |
| All | +1,272.2% | -34.8% | +1,307.0% | +1,107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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