+3.3%
MUB vs ADVB
-97.4%
+100.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.4% |
| 7D | +0.6% | -4.1% | +4.7% | +0.6% |
| 30D | +3.4% | -60.3% | +63.7% | +3.5% |
| 3M | -0.7% | -73.3% | +72.6% | -0.5% |
| 6M | -1.0% | -65.9% | +64.9% | -1.1% |
| YTD | 0.0% | -63.9% | +63.9% | -0.4% |
| 1Y | +0.4% | -74.1% | +74.5% | +0.2% |
| All | +3.3% | -97.4% | +100.7% | +7.4% |
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