+0.2%
MUB vs ADVB
-64.3%
+64.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +42.7% | -43.5% | -0.7% |
| 7D | -0.8% | +74.2% | -75.0% | -0.6% |
| 30D | +2.4% | -35.9% | +38.3% | +2.4% |
| 3M | -1.1% | -56.4% | +55.3% | -1.2% |
| 6M | -1.0% | -36.7% | +35.7% | -1.1% |
| YTD | -0.3% | -43.3% | +43.0% | -0.5% |
| All | +0.2% | -64.3% | +64.4% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling