+2.7%
MUB vs ADVB
-96.8%
+99.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.6% | +23.2% | -0.4% |
| 7D | -1.3% | +27.8% | -29.0% | -1.3% |
| 30D | +2.2% | -50.8% | +53.0% | +2.3% |
| 3M | -1.6% | -70.5% | +68.9% | -1.5% |
| 6M | -1.3% | -46.7% | +45.5% | -1.6% |
| YTD | -0.7% | -56.7% | +56.0% | -1.1% |
| 1Y | -0.2% | -71.8% | +71.6% | -0.2% |
| All | +2.7% | -96.8% | +99.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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