+20.8%
MUB vs AMBA
-0.9%
+21.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | 0.0% |
| 7D | +0.7% | -7.2% | +7.9% | +0.8% |
| 30D | +4.4% | -10.4% | +14.7% | +4.5% |
| 3M | -0.2% | -30.1% | +30.0% | +0.2% |
| 6M | -0.6% | -22.4% | +21.8% | -0.5% |
| YTD | +0.3% | -17.3% | +17.7% | +0.3% |
| 1Y | +0.8% | -35.4% | +36.2% | +0.9% |
| 3Y | +12.0% | +18.6% | -6.6% | +10.9% |
| 5Y | +3.4% | -69.8% | +73.3% | +3.4% |
| All | +20.8% | -0.9% | +21.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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