+1,397.6%
MUU vs ABCL
+379.9%
+1,017.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -4.1% | +28.3% | +26.4% |
| 7D | -2.5% | -2.7% | +0.2% | +0.9% |
| 30D | -39.7% | -5.4% | -34.3% | -35.8% |
| 3M | -27.4% | +22.4% | -49.9% | -33.5% |
| 6M | -38.4% | +127.6% | -166.1% | -62.2% |
| YTD | +276.4% | +249.4% | +27.0% | +83.5% |
| 1Y | +390.7% | +198.0% | +192.7% | +161.3% |
| All | +1,397.6% | +379.9% | +1,017.7% | +521.2% |
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