+18.0%
MUB vs ACM
+128.0%
-110.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -1.5% | -12.9% | +11.4% | -1.2% |
| 3M | -1.9% | -6.4% | +4.4% | -1.8% |
| 6M | -1.7% | -29.2% | +27.5% | -0.8% |
| YTD | -0.8% | -29.9% | +29.2% | +0.1% |
| 1Y | +1.5% | -47.3% | +48.8% | +3.2% |
| 3Y | +8.8% | -19.6% | +28.4% | +9.0% |
| 5Y | +2.0% | +5.5% | -3.5% | +1.0% |
| 10Y | +18.0% | +129.7% | -111.7% | +14.4% |
| All | +18.0% | +128.0% | -110.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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