+8.9%
MUB vs ACM
-21.7%
+30.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.9% | -3.7% | +2.9% | -0.8% |
| 30D | -1.4% | -11.1% | +9.7% | -1.2% |
| 3M | -2.2% | -8.0% | +5.8% | -2.0% |
| 6M | -1.9% | -29.7% | +27.8% | -1.2% |
| YTD | -0.8% | -29.4% | +28.6% | -0.2% |
| 1Y | +2.7% | -46.4% | +49.2% | +4.0% |
| All | +8.9% | -21.7% | +30.5% | +7.6% |
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