+12.0%
MUB vs ACM
-12.3%
+24.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +5.4% | -4.7% | +0.6% |
| 30D | +4.4% | +15.1% | -10.7% | +4.0% |
| 3M | -0.2% | -10.5% | +10.3% | 0.0% |
| 6M | -0.6% | -19.7% | +19.1% | -0.3% |
| YTD | +0.3% | -28.8% | +29.2% | +0.8% |
| 1Y | +0.8% | -47.9% | +48.6% | +1.9% |
| 3Y | +12.0% | -12.4% | +24.4% | +10.7% |
| All | +12.0% | -12.3% | +24.3% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling