+1,272.2%
MUU vs ABCL
+361.4%
+910.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.6% |
| 7D | +24.7% | -3.3% | +28.0% | +26.6% |
| 30D | -35.1% | -7.1% | -28.0% | -30.1% |
| 3M | -44.3% | +4.7% | -49.0% | -44.7% |
| 6M | -44.4% | +140.9% | -185.3% | -66.8% |
| YTD | +244.9% | +236.0% | +9.0% | +71.8% |
| 1Y | +365.6% | +217.4% | +148.2% | +141.2% |
| All | +1,272.2% | +361.4% | +910.8% | +481.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling