+4.4%
MUB vs ABCL
-80.5%
+84.9%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | 0.0% |
| 7D | +0.7% | -3.2% | +3.9% | +0.7% |
| 30D | +4.4% | -7.4% | +11.8% | +4.4% |
| 3M | -0.2% | +81.9% | -82.1% | -0.7% |
| 6M | -0.6% | +135.7% | -136.3% | -1.4% |
| YTD | +0.3% | +247.4% | -247.0% | -0.8% |
| 1Y | +0.8% | +162.3% | -161.5% | -0.2% |
| 3Y | +12.0% | +165.5% | -153.5% | +10.5% |
| 5Y | +3.4% | -21.3% | +24.7% | +2.4% |
| All | +4.4% | -80.5% | +84.9% | +3.7% |
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