-9.4%
ABT vs MUB
+1.5%
-10.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -4.7% | -0.7% | -4.0% | -4.2% |
| 30D | -3.1% | -2.0% | -1.2% | -1.5% |
| 3M | +16.1% | -2.5% | +18.7% | +18.6% |
| 6M | -5.3% | -2.3% | -3.0% | -3.4% |
| YTD | -14.4% | -1.3% | -13.2% | -13.5% |
| 1Y | -18.4% | +1.1% | -19.5% | -19.1% |
| 3Y | +11.2% | +8.2% | +3.0% | +4.2% |
| 5Y | -9.4% | +1.5% | -10.8% | -19.3% |
| All | -9.4% | +1.5% | -10.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling