-36.9%
MUU vs ALLE
+39.2%
-76.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.1% |
| 7D | -42.8% | -0.6% | -42.2% | -42.4% |
| 30D | -63.6% | +25.3% | -89.0% | -62.7% |
| 3M | -48.5% | +10.3% | -58.8% | -45.3% |
| 6M | -36.9% | +38.0% | -75.0% | -41.1% |
| All | -36.9% | +39.2% | -76.1% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling