+21.9%
MUB vs ALLE
+233.6%
-211.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | +1.0% | -0.6% | +1.7% | +1.1% |
| 30D | +3.9% | +26.6% | -22.7% | +2.7% |
| 3M | -0.4% | +13.2% | -13.5% | -1.0% |
| 6M | -0.6% | +42.9% | -43.4% | -2.2% |
| YTD | +0.4% | +21.0% | -20.6% | -0.6% |
| 1Y | +0.8% | +15.2% | -14.3% | 0.0% |
| 3Y | +11.3% | +95.6% | -84.3% | +7.5% |
| 5Y | +3.4% | +53.4% | -50.0% | +0.7% |
| 10Y | +21.9% | +221.5% | -199.6% | +16.0% |
| All | +21.9% | +233.6% | -211.7% | +16.0% |
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