+0.8%
MUB vs AMCR
-9.6%
+10.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | -5.0% | +3.7% | -1.0% |
| 30D | -2.8% | -8.0% | +5.2% | -2.5% |
| 3M | -3.1% | +14.3% | -17.3% | -3.5% |
| 6M | -2.9% | +5.3% | -8.2% | -3.2% |
| YTD | -2.0% | +7.7% | -9.8% | -2.5% |
| 1Y | 0.0% | +10.8% | -10.9% | -0.6% |
| 3Y | +7.4% | +9.6% | -2.2% | +6.6% |
| 5Y | +0.8% | -10.2% | +11.0% | +0.9% |
| All | +0.8% | -9.6% | +10.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling