+35.9%
MUB vs ALM
+7,705.7%
-7,669.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | -1.4% | +32.0% | -33.4% | -1.5% |
| 3M | -2.2% | -15.0% | +12.9% | -2.1% |
| 6M | -1.9% | -10.1% | +8.2% | -1.9% |
| YTD | -0.8% | +99.4% | -100.2% | -1.0% |
| 1Y | +2.7% | +316.4% | -313.6% | +2.3% |
| 3Y | +8.6% | +2,022.0% | -2,013.4% | +7.6% |
| 5Y | +2.0% | +941.2% | -939.1% | +1.2% |
| 10Y | +17.9% | +2,950.3% | -2,932.4% | +16.3% |
| All | +35.9% | +7,705.7% | -7,669.9% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling