+8.6%
ALB vs MUB
+0.1%
+8.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +4.6% |
| 7D | -2.1% | +0.6% | -2.6% | -2.9% |
| 30D | -9.0% | +3.2% | -12.2% | -13.7% |
| 3M | -21.1% | -1.1% | -20.1% | -18.4% |
| 6M | -49.9% | -1.1% | -48.8% | -47.9% |
| YTD | -32.3% | -0.5% | -31.8% | -25.5% |
| 1Y | +8.6% | 0.0% | +8.6% | +21.2% |
| All | +8.6% | +0.1% | +8.5% | +21.2% |
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 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