+2,538.2%
MUU vs ALHC
+19.3%
+2,518.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | +13.9% | -1.0% | +14.9% | +13.9% |
| 30D | +24.8% | -6.3% | +31.1% | +24.6% |
| 3M | -15.7% | -12.3% | -3.4% | -12.9% |
| 6M | +338.9% | -27.0% | +365.9% | +347.4% |
| YTD | +563.2% | -31.8% | +595.0% | +580.9% |
| 1Y | +2,577.5% | -17.0% | +2,594.5% | +2,667.3% |
| All | +2,538.2% | +19.3% | +2,518.9% | +2,240.0% |
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