+3.4%
MUB vs ABCL
-81.2%
+84.5%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.3% |
| 7D | -1.3% | -3.3% | +2.0% | -1.2% |
| 30D | +2.2% | -7.1% | +9.3% | +2.2% |
| 3M | -1.6% | +4.7% | -6.4% | -1.7% |
| 6M | -1.3% | +140.9% | -142.2% | -2.1% |
| YTD | -0.7% | +236.0% | -236.6% | -1.8% |
| 1Y | -0.2% | +217.4% | -217.6% | -1.3% |
| 3Y | +9.6% | +188.7% | -179.1% | +8.1% |
| 5Y | +2.6% | -23.5% | +26.1% | +1.6% |
| All | +3.4% | -81.2% | +84.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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