+9.8%
ALAB vs MUB
+0.8%
+9.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.1% |
| 7D | -26.3% | +0.7% | -27.0% | -27.2% |
| 30D | -50.1% | +4.4% | -54.5% | -55.8% |
| 3M | -42.5% | -0.2% | -42.3% | -38.0% |
| 6M | -10.8% | -0.6% | -10.2% | +0.1% |
| YTD | +14.6% | +0.3% | +14.3% | +24.0% |
| All | +9.8% | +0.8% | +9.0% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling