+573.7%
ABT vs MUB
+76.3%
+497.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | +2.5% | -1.4% | +3.9% | +3.0% |
| 3M | +20.2% | -2.2% | +22.3% | +21.2% |
| 6M | -2.9% | -1.9% | -1.0% | -2.2% |
| YTD | -11.9% | -0.8% | -11.2% | -11.7% |
| 1Y | -16.5% | +2.7% | -19.3% | -17.3% |
| 3Y | +12.1% | +8.6% | +3.5% | +9.0% |
| 5Y | -7.4% | +2.0% | -9.4% | -8.5% |
| 10Y | +210.7% | +17.9% | +192.8% | +199.2% |
| All | +573.7% | +76.3% | +497.5% | +500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling