+571.1%
ABT vs MUB
+77.1%
+494.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | -5.6% | -0.8% | -4.8% | -5.3% |
| 30D | +5.2% | +2.4% | +2.7% | +4.2% |
| 3M | -2.7% | -1.1% | -1.6% | -2.3% |
| 6M | +28.8% | -1.0% | +29.8% | +29.3% |
| YTD | -12.3% | -0.3% | -12.0% | -12.1% |
| 1Y | -14.7% | 0.0% | -14.7% | -14.6% |
| 3Y | +21.6% | +10.2% | +11.4% | +17.6% |
| 5Y | -7.8% | +2.9% | -10.7% | -9.1% |
| 10Y | +222.5% | +21.9% | +200.6% | +209.6% |
| All | +571.1% | +77.1% | +494.0% | +497.2% |
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