+319.9%
ADP vs MUB
+21.8%
+298.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +2.2% | -1.3% | +3.4% | +3.8% |
| 30D | +10.6% | +2.2% | +8.4% | +7.7% |
| 3M | +12.9% | -1.6% | +14.5% | +15.2% |
| 6M | +50.6% | -1.3% | +51.9% | +53.0% |
| YTD | +23.2% | -0.7% | +23.8% | +24.1% |
| 1Y | +25.3% | -0.2% | +25.5% | +25.4% |
| 3Y | +47.1% | +9.6% | +37.5% | +29.5% |
| 5Y | +50.1% | +2.6% | +47.5% | +45.6% |
| All | +319.9% | +21.8% | +298.1% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling