+75.2%
MUB vs ACGL
+1,386.7%
-1,311.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.9% | +6.4% | -5.5% | +0.8% |
| 30D | +3.8% | +16.6% | -12.9% | +3.4% |
| 3M | -0.7% | +11.6% | -12.3% | -1.0% |
| 6M | -0.8% | +17.5% | -18.2% | -1.2% |
| YTD | 0.0% | +15.3% | -15.3% | -0.4% |
| 1Y | +0.6% | +26.3% | -25.7% | 0.0% |
| 3Y | +11.4% | +35.9% | -24.6% | +10.3% |
| 5Y | +3.1% | +168.2% | -165.1% | -0.2% |
| 10Y | +20.2% | +352.0% | -331.8% | +14.2% |
| All | +75.2% | +1,386.7% | -1,311.5% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling