+3.3%
MUB vs ALLE
+49.9%
-46.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | -0.4% | +10.3% | -10.7% | -0.8% |
| 6M | -0.9% | +38.0% | -38.9% | -2.0% |
| YTD | +0.1% | +17.8% | -17.7% | -0.7% |
| 1Y | +0.5% | +13.6% | -13.1% | -0.1% |
| 3Y | +11.7% | +89.2% | -77.5% | +9.1% |
| All | +3.3% | +49.9% | -46.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling