-53.9%
MUZ vs ALC
+10.7%
-64.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | -0.7% |
| 7D | -26.3% | -1.1% | -25.2% | -24.2% |
| 30D | +6.6% | +16.0% | -9.5% | -15.9% |
| 3M | -2.3% | +0.8% | -3.2% | +2.5% |
| All | -53.9% | +10.7% | -64.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · Available span rolling