+369.0%
ALL vs MUB
+22.8%
+346.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -2.6% | +0.4% | -3.0% | -3.1% |
| 30D | +12.7% | +3.9% | +8.8% | +8.0% |
| 3M | +0.4% | -0.2% | +0.6% | +0.6% |
| 6M | +23.8% | -0.4% | +24.2% | +24.2% |
| YTD | +27.8% | +0.5% | +27.3% | +26.9% |
| 1Y | +28.9% | +0.7% | +28.2% | +27.7% |
| 3Y | +113.9% | +11.1% | +102.8% | +87.3% |
| 5Y | +157.4% | +3.7% | +153.6% | +148.1% |
| 10Y | +369.0% | +22.9% | +346.1% | +334.3% |
| All | +369.0% | +22.8% | +346.2% | +334.3% |
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