+17.8%
MUB vs ACGL
+270.2%
-252.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | -0.9% | -0.7% | -0.1% | -0.8% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | -2.2% | +11.0% | -13.2% | -2.5% |
| 6M | -1.9% | -0.3% | -1.6% | -1.9% |
| YTD | -0.8% | +2.3% | -3.0% | -0.9% |
| 1Y | +2.7% | +6.4% | -3.6% | +2.4% |
| 3Y | +8.6% | +34.0% | -25.4% | +7.0% |
| 5Y | +2.0% | +161.6% | -159.6% | -3.0% |
| All | +17.8% | +270.2% | -252.3% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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