+3.8%
MUB vs ABCL
-21.0%
+24.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | +3.9% | -5.4% | +9.3% | +3.9% |
| 3M | -0.2% | +22.4% | -22.7% | -0.5% |
| 6M | -0.4% | +127.6% | -128.0% | -1.4% |
| YTD | +0.5% | +249.4% | -248.9% | -1.0% |
| 1Y | +0.7% | +198.0% | -197.3% | -0.7% |
| 3Y | +11.1% | +195.8% | -184.7% | +9.1% |
| All | +3.8% | -21.0% | +24.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling