+73.9%
MUB vs AME
+1,411.2%
-1,337.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | -1.4% | -6.7% | +5.3% | -1.4% |
| 3M | -2.2% | +4.1% | -6.2% | -2.2% |
| 6M | -1.9% | +1.6% | -3.5% | -1.9% |
| YTD | -0.8% | +16.1% | -16.9% | -0.9% |
| 1Y | +2.7% | +27.3% | -24.6% | +2.5% |
| 3Y | +8.6% | +50.9% | -42.3% | +8.1% |
| 5Y | +2.0% | +81.4% | -79.3% | +1.4% |
| 10Y | +17.9% | +417.0% | -399.0% | +17.1% |
| All | +73.9% | +1,411.2% | -1,337.3% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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