+11.7%
MUB vs ALHC
+21.9%
-10.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.1% |
| 7D | +0.7% | +1.0% | -0.3% | +0.7% |
| 30D | +4.4% | -14.2% | +18.5% | +4.4% |
| 3M | -0.4% | -45.1% | +44.7% | -0.2% |
| 6M | -0.9% | -59.5% | +58.7% | -0.5% |
| YTD | +0.1% | -62.8% | +62.9% | +0.4% |
| 1Y | +0.5% | -55.5% | +56.0% | +0.8% |
| 3Y | +11.7% | +25.7% | -14.0% | +9.1% |
| All | +11.7% | +21.9% | -10.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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