-57.4%
MUZ vs ALK
-5.0%
-52.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -1.2% | -22.7% | -24.9% |
| 7D | -17.7% | +2.6% | -20.2% | -14.6% |
| 30D | +14.5% | +7.8% | +6.7% | +16.5% |
| 3M | -25.7% | -15.2% | -10.5% | -44.8% |
| All | -57.4% | -5.0% | -52.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3y: compounded portfolio wealth divided by compounded ALK 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…
3y analysis · Full analysis span regression · Available span rolling