-42.9%
ACN vs MUB
+2.2%
-45.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.6% |
| 30D | +1.9% | -1.5% | +3.4% | +3.2% |
| 3M | +3.9% | -1.9% | +5.8% | +5.5% |
| 6M | -15.0% | -1.7% | -13.3% | -13.9% |
| YTD | -31.9% | -0.8% | -31.1% | -31.5% |
| 1Y | -28.5% | +1.5% | -30.0% | -29.5% |
| 3Y | -41.9% | +8.8% | -50.7% | -47.6% |
| 5Y | -42.9% | +2.0% | -44.9% | -45.4% |
| All | -42.9% | +2.2% | -45.1% | -45.4% |
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