+22.8%
MUB vs ALLE
+211.7%
-188.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -1.3% | +3.6% | -4.8% | -1.4% |
| 30D | +2.2% | +25.9% | -23.7% | +1.1% |
| 3M | -1.6% | +15.8% | -17.4% | -2.3% |
| 6M | -1.3% | +48.1% | -49.4% | -3.1% |
| YTD | -0.7% | +22.0% | -22.6% | -1.7% |
| 1Y | -0.2% | +18.0% | -18.2% | -1.1% |
| 3Y | +9.6% | +93.1% | -83.4% | +5.9% |
| 5Y | +2.6% | +52.1% | -49.5% | -0.1% |
| All | +22.8% | +211.7% | -188.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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