+5.8%
MUB vs ACI
+25.9%
-20.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | -1.4% | +5.9% | -7.3% | -1.5% |
| 3M | -2.2% | -19.8% | +17.6% | -2.0% |
| 6M | -1.9% | -24.7% | +22.9% | -1.7% |
| YTD | -0.8% | -24.4% | +23.6% | -0.6% |
| 1Y | +2.7% | -31.5% | +34.2% | +3.0% |
| 3Y | +8.6% | -38.7% | +47.3% | +8.9% |
| 5Y | +2.0% | -42.8% | +44.8% | +2.3% |
| All | +5.8% | +25.9% | -20.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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