+11.5%
ABT vs MUB
+8.8%
+2.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -2.1% | -1.5% | -0.6% | -1.0% |
| 3M | +17.4% | -1.9% | +19.4% | +19.1% |
| 6M | -2.4% | -1.7% | -0.7% | -1.1% |
| YTD | -14.2% | -0.8% | -13.4% | -13.6% |
| 1Y | -18.3% | +1.5% | -19.8% | -19.0% |
| 3Y | +11.5% | +8.8% | +2.7% | +5.7% |
| All | +11.5% | +8.8% | +2.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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 · 6 months rolling