-30.7%
MUZ vs ALLE
+46.0%
-76.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -2.9% | +36.8% | +33.7% |
| 7D | +79.0% | 0.0% | +79.0% | +78.1% |
| 30D | +104.4% | +20.6% | +83.8% | +104.1% |
| 3M | +27.0% | +11.4% | +15.6% | +19.6% |
| All | -30.7% | +46.0% | -76.8% | -7.8% |
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 · Available span rolling