+13.3%
MUB vs ALC
+21.6%
-8.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | -0.3% | -3.7% | +3.4% | -0.1% |
| 30D | -1.5% | -3.7% | +2.2% | -1.4% |
| 3M | -1.9% | +4.6% | -6.5% | -2.2% |
| 6M | -1.7% | -14.6% | +12.9% | -1.0% |
| YTD | -0.8% | -11.9% | +11.1% | -0.3% |
| 1Y | +1.5% | -13.1% | +14.6% | +2.0% |
| 3Y | +8.8% | -15.0% | +23.8% | +9.0% |
| 5Y | +2.0% | -16.2% | +18.2% | +1.9% |
| All | +13.3% | +21.6% | -8.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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