+21.8%
MUB vs ALLY
+198.2%
-176.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | +0.7% | +0.9% | -0.2% | +0.7% |
| 30D | +4.4% | +3.1% | +1.3% | +4.3% |
| 3M | -0.2% | -12.6% | +12.4% | +0.2% |
| 6M | -0.6% | -12.4% | +11.8% | -0.3% |
| YTD | +0.3% | -13.2% | +13.5% | +0.7% |
| 1Y | +0.8% | +1.8% | -1.1% | +0.6% |
| 3Y | +12.0% | +58.0% | -46.0% | +9.8% |
| 5Y | +3.4% | -8.4% | +11.9% | +2.7% |
| All | +21.8% | +198.2% | -176.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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