+1,138.0%
MUU vs ABCL
+402.0%
+736.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.2% | +7.3% | +9.6% |
| 7D | -27.2% | +12.4% | -39.6% | -30.0% |
| 30D | -54.0% | -0.4% | -53.7% | -52.1% |
| 3M | -41.4% | +80.4% | -121.8% | -58.1% |
| 6M | -42.5% | +138.5% | -181.0% | -65.4% |
| YTD | +211.2% | +265.5% | -54.3% | +48.7% |
| 1Y | +313.4% | +219.7% | +93.7% | +113.6% |
| All | +1,138.0% | +402.0% | +736.0% | +403.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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