+1,397.6%
MUU vs ALB
-2.1%
+1,399.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +1.1% | +23.1% | +23.4% |
| 7D | -2.5% | +1.1% | -3.5% | -4.5% |
| 30D | -39.7% | -2.6% | -37.2% | -39.5% |
| 3M | -27.4% | -25.6% | -1.9% | -12.5% |
| 6M | -38.4% | -54.0% | +15.6% | +7.9% |
| YTD | +276.4% | -31.6% | +308.0% | +371.1% |
| 1Y | +390.7% | -6.6% | +397.3% | +389.0% |
| All | +1,397.6% | -2.1% | +1,399.7% | +980.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling