+1,138.0%
MUU vs ALLE
+34.6%
+1,103.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.8% | +9.7% | +10.8% |
| 7D | -27.2% | -0.6% | -26.5% | -26.3% |
| 30D | -54.0% | +26.6% | -80.7% | -61.1% |
| 3M | -41.4% | +13.2% | -54.6% | -46.1% |
| 6M | -42.5% | +42.9% | -85.3% | -57.5% |
| YTD | +211.2% | +21.0% | +190.2% | +164.3% |
| 1Y | +313.4% | +15.2% | +298.2% | +272.4% |
| All | +1,138.0% | +34.6% | +1,103.5% | +743.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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