+34.9%
MUB vs AMCR
+106.4%
-71.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.9% | -1.9% | +1.0% | -0.8% |
| 30D | -1.4% | -4.1% | +2.7% | -1.3% |
| 3M | -2.2% | +21.7% | -23.8% | -2.7% |
| 6M | -1.9% | +1.5% | -3.4% | -2.0% |
| YTD | -0.8% | +13.1% | -13.9% | -1.3% |
| 1Y | +2.7% | +16.5% | -13.8% | +2.1% |
| 3Y | +8.6% | +10.3% | -1.7% | +8.0% |
| 5Y | +2.0% | -7.7% | +9.7% | +1.8% |
| 10Y | +17.9% | +24.6% | -6.7% | +15.9% |
| All | +34.9% | +106.4% | -71.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling