+20.8%
MUB vs ALLE
+222.4%
-201.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +4.4% | +25.3% | -21.0% | +3.3% |
| 3M | -0.2% | +10.3% | -10.4% | -0.6% |
| 6M | -0.6% | +38.0% | -38.7% | -2.1% |
| YTD | +0.3% | +17.8% | -17.4% | -0.6% |
| 1Y | +0.8% | +13.6% | -12.8% | 0.0% |
| 3Y | +12.0% | +89.2% | -77.2% | +8.4% |
| 5Y | +3.4% | +51.1% | -47.6% | +0.8% |
| All | +20.8% | +222.4% | -201.7% | +15.3% |
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