+390.7%
MUU vs ALB
-5.3%
+396.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.1% | +23.1% | +23.4% |
| 7D | -2.5% | +1.1% | -3.5% | -4.4% |
| 30D | -39.7% | -2.6% | -37.2% | -39.3% |
| 3M | -27.4% | -25.6% | -1.9% | -13.0% |
| 6M | -38.4% | -54.0% | +15.6% | +2.5% |
| YTD | +276.4% | -31.6% | +308.0% | +323.9% |
| 1Y | +390.7% | -6.6% | +397.3% | +309.9% |
| All | +390.7% | -5.3% | +396.0% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling