+87.3%
ALB vs MUB
+17.4%
+69.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.3% |
| 7D | -8.6% | -0.7% | -7.9% | -7.9% |
| 30D | -4.0% | -2.0% | -2.1% | -2.1% |
| 3M | -17.4% | -2.5% | -14.8% | -15.3% |
| 6M | -25.4% | -2.3% | -23.0% | -23.6% |
| YTD | -10.5% | -1.3% | -9.2% | -9.3% |
| 1Y | +75.8% | +1.1% | +74.7% | +74.1% |
| 3Y | -28.5% | +8.2% | -36.7% | -33.0% |
| 5Y | -45.1% | +1.5% | -46.6% | -46.4% |
| 10Y | +87.3% | +17.6% | +69.8% | +96.0% |
| All | +87.3% | +17.4% | +69.9% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling