+21.8%
MUB vs ALM
+2,048.1%
-2,026.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | +0.7% | -6.7% | +7.4% | +0.7% |
| 30D | +4.4% | -32.9% | +37.3% | +4.5% |
| 3M | -0.2% | -39.5% | +39.3% | 0.0% |
| 6M | -0.6% | -62.0% | +61.4% | -0.3% |
| YTD | +0.3% | -7.8% | +8.2% | +0.3% |
| 1Y | +0.8% | +26.7% | -25.9% | +0.7% |
| 3Y | +12.0% | +825.4% | -813.3% | +11.3% |
| 5Y | +3.4% | +401.2% | -397.8% | +2.8% |
| All | +21.8% | +2,048.1% | -2,026.3% | +21.0% |
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