+75.9%
MUB vs AME
+1,355.8%
-1,279.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | +0.1% |
| 7D | +0.7% | -5.2% | +5.9% | +0.7% |
| 30D | +4.4% | -8.0% | +12.4% | +4.4% |
| 3M | -0.2% | -8.9% | +8.7% | -0.1% |
| 6M | -0.6% | -5.0% | +4.4% | -0.6% |
| YTD | +0.3% | +11.9% | -11.5% | +0.2% |
| 1Y | +0.8% | +16.6% | -15.9% | +0.6% |
| 3Y | +12.0% | +62.5% | -50.5% | +11.5% |
| 5Y | +3.4% | +67.6% | -64.2% | +2.9% |
| 10Y | +20.7% | +450.4% | -429.7% | +19.9% |
| All | +75.9% | +1,355.8% | -1,279.9% | +73.9% |
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