+22.0%
MUB vs ALM
+2,040.7%
-2,018.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.8% | -0.4% |
| 7D | +0.6% | -6.3% | +6.9% | +0.6% |
| 30D | +3.4% | -31.4% | +34.8% | +3.5% |
| 3M | -0.7% | -40.6% | +39.9% | -0.5% |
| 6M | -1.0% | -58.6% | +57.7% | -0.7% |
| YTD | 0.0% | -7.6% | +7.6% | 0.0% |
| 1Y | +0.4% | +13.8% | -13.5% | +0.3% |
| 3Y | +10.5% | +842.1% | -831.6% | +9.8% |
| 5Y | +3.1% | +407.4% | -404.3% | +2.5% |
| 10Y | +22.0% | +2,079.4% | -2,057.3% | +21.6% |
| All | +22.0% | +2,040.7% | -2,018.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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