+1,000.7%
MUU vs ALLE
+30.9%
+969.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.8% |
| 7D | -42.8% | -0.6% | -42.2% | -42.3% |
| 30D | -63.6% | +25.3% | -89.0% | -69.2% |
| 3M | -48.5% | +10.3% | -58.8% | -52.0% |
| 6M | -36.9% | +38.0% | -75.0% | -52.6% |
| YTD | +176.7% | +17.8% | +158.9% | +138.6% |
| 1Y | +266.3% | +13.6% | +252.7% | +229.7% |
| All | +1,000.7% | +30.9% | +969.7% | +661.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling