+2,423.9%
MUU vs ALNY
-8.5%
+2,432.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.3% | -9.4% |
| 7D | +3.6% | -6.4% | +10.0% | +3.5% |
| 30D | +22.3% | +11.9% | +10.4% | +22.7% |
| 3M | -8.2% | -15.0% | +6.8% | -8.4% |
| 6M | +256.3% | -23.2% | +279.6% | +268.1% |
| YTD | +534.4% | -37.8% | +572.2% | +620.5% |
| 1Y | +2,163.5% | -47.3% | +2,210.8% | +2,661.9% |
| All | +2,423.9% | -8.5% | +2,432.4% | +2,098.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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