+22.0%
MUB vs ACGL
+332.0%
-310.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | +0.6% | +1.3% | -0.6% | +0.6% |
| 30D | +3.4% | +14.2% | -10.8% | +3.0% |
| 3M | -0.7% | +11.1% | -11.8% | -1.1% |
| 6M | -1.0% | +16.4% | -17.3% | -1.5% |
| YTD | 0.0% | +13.8% | -13.8% | -0.5% |
| 1Y | +0.4% | +21.6% | -21.2% | -0.4% |
| 3Y | +10.5% | +33.5% | -23.1% | +9.0% |
| 5Y | +3.1% | +174.8% | -171.8% | -2.1% |
| 10Y | +22.0% | +330.4% | -308.3% | +14.5% |
| All | +22.0% | +332.0% | -310.0% | +14.5% |
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