+21.5%
ALNY vs MUB
+7.4%
+14.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.1% |
| 7D | -6.4% | -1.2% | -5.2% | -4.8% |
| 30D | +11.9% | -2.8% | +14.7% | +16.3% |
| 3M | -15.0% | -3.1% | -12.0% | -11.4% |
| 6M | -23.2% | -2.9% | -20.4% | -20.1% |
| YTD | -37.8% | -2.0% | -35.7% | -35.9% |
| 1Y | -47.3% | 0.0% | -47.2% | -47.1% |
| All | +21.5% | +7.4% | +14.1% | -1.5% |
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