+0.8%
MUB vs ABCL
+199.8%
-199.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.2% | 0.0% |
| 7D | +1.0% | +12.4% | -11.4% | +0.9% |
| 30D | +3.9% | -0.4% | +4.2% | +3.8% |
| 3M | -0.4% | +80.4% | -80.7% | -0.9% |
| 6M | -0.6% | +138.5% | -139.1% | -1.6% |
| YTD | +0.4% | +265.5% | -265.1% | -1.0% |
| All | +0.8% | +199.8% | -199.0% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling