+1,138.0%
MUU vs ALHC
-35.5%
+1,173.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.0% | +13.4% | +12.5% |
| 7D | -27.2% | +3.9% | -31.0% | -26.8% |
| 30D | -54.0% | -3.6% | -50.4% | -53.9% |
| 3M | -41.4% | -49.4% | +8.0% | -42.0% |
| 6M | -42.5% | -59.5% | +17.0% | -40.9% |
| YTD | +211.2% | -63.2% | +274.4% | +216.9% |
| 1Y | +313.4% | -55.5% | +368.9% | +323.4% |
| All | +1,138.0% | -35.5% | +1,173.6% | +989.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling