+22.0%
MUB vs ALLE
+217.2%
-195.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +3.4% | +25.9% | -22.5% | +2.3% |
| 3M | -0.7% | +14.9% | -15.6% | -1.4% |
| 6M | -1.0% | +42.1% | -43.1% | -2.6% |
| YTD | 0.0% | +20.4% | -20.4% | -1.0% |
| 1Y | +0.4% | +14.9% | -14.5% | -0.4% |
| 3Y | +10.5% | +90.1% | -79.6% | +6.8% |
| 5Y | +3.1% | +53.0% | -49.9% | +0.4% |
| 10Y | +22.0% | +208.8% | -186.8% | +16.3% |
| All | +22.0% | +217.2% | -195.2% | +16.3% |
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