+2,620.0%
MUU vs ALLE
+10.6%
+2,609.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.0% | +10.6% | +10.7% |
| 7D | +17.4% | -0.2% | +17.6% | +17.7% |
| 30D | +24.0% | -6.8% | +30.8% | +31.5% |
| 3M | -23.9% | +21.0% | -44.9% | -37.0% |
| 6M | +284.4% | +1.1% | +283.3% | +279.8% |
| YTD | +583.7% | -0.5% | +584.3% | +570.4% |
| 1Y | +2,981.5% | -7.3% | +2,988.7% | +3,170.4% |
| All | +2,620.0% | +10.6% | +2,609.5% | +2,039.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling