+2,620.0%
MUU vs ABCL
+359.0%
+2,261.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.2% | +12.8% | +12.2% |
| 7D | +17.4% | +0.7% | +16.7% | +17.0% |
| 30D | +24.0% | +93.1% | -69.1% | -18.3% |
| 3M | -23.9% | +79.4% | -103.3% | -47.2% |
| 6M | +284.4% | +214.9% | +69.5% | +97.9% |
| YTD | +583.7% | +234.2% | +349.5% | +232.4% |
| 1Y | +2,981.5% | +174.8% | +2,806.7% | +1,585.8% |
| All | +2,620.0% | +359.0% | +2,261.0% | +1,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling