+1,106.1%
MUU vs ALB
-3.2%
+1,109.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | +0.5% |
| 7D | -32.5% | +5.3% | -37.7% | -36.5% |
| 30D | -55.2% | -6.3% | -49.0% | -53.7% |
| 3M | -40.7% | -27.4% | -13.3% | -27.3% |
| 6M | -43.9% | -53.1% | +9.1% | -3.1% |
| YTD | +203.2% | -32.3% | +235.5% | +281.8% |
| 1Y | +257.0% | -7.3% | +264.3% | +257.2% |
| All | +1,106.1% | -3.2% | +1,109.3% | +776.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling