+75.2%
MUB vs ALK
+632.2%
-557.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.5% |
| 7D | +0.9% | +7.1% | -6.1% | +0.8% |
| 30D | +3.8% | -3.0% | +6.7% | +3.8% |
| 3M | -0.7% | -25.6% | +25.0% | -0.3% |
| 6M | -0.8% | +0.5% | -1.3% | -0.9% |
| YTD | 0.0% | -23.1% | +23.0% | +0.1% |
| 1Y | +0.6% | -7.5% | +8.2% | +0.6% |
| 3Y | +11.4% | +15.3% | -4.0% | +10.7% |
| 5Y | +3.1% | -34.8% | +37.9% | +3.0% |
| 10Y | +20.2% | -41.2% | +61.4% | +18.7% |
| All | +75.2% | +632.2% | -557.0% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 all: compounded portfolio wealth divided by compounded ALK 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…
all analysis · Full analysis span regression · 6 months rolling