-12.9%
ALB vs MUB
+11.9%
-24.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | +9.1% | +0.7% | +8.4% | +7.5% |
| 30D | -3.4% | +4.4% | -7.8% | -11.9% |
| 3M | -20.6% | -0.2% | -20.4% | -19.9% |
| 6M | -48.2% | -0.6% | -47.6% | -47.1% |
| YTD | -29.2% | +0.3% | -29.6% | -29.3% |
| 1Y | +10.0% | +0.8% | +9.2% | +8.8% |
| 3Y | -12.9% | +12.0% | -24.9% | -42.8% |
| All | -12.9% | +11.9% | -24.8% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling