+337.2%
ALB vs MUB
+76.3%
+260.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -8.1% | -0.9% | -7.2% | -7.7% |
| 30D | +6.3% | -1.4% | +7.7% | +6.9% |
| 3M | -23.6% | -2.2% | -21.4% | -22.8% |
| 6M | -24.6% | -1.9% | -22.7% | -24.0% |
| YTD | -10.3% | -0.8% | -9.5% | -9.9% |
| 1Y | +61.5% | +2.7% | +58.7% | +59.7% |
| 3Y | -34.0% | +8.6% | -42.6% | -35.8% |
| 5Y | -44.6% | +2.0% | -46.6% | -45.4% |
| 10Y | +76.1% | +17.9% | +58.2% | +70.2% |
| All | +337.2% | +76.3% | +260.9% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling