+669.4%
ALL vs MUB
+76.3%
+593.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -1.5% | -1.4% | -0.1% | -0.5% |
| 3M | +23.6% | -2.2% | +25.8% | +25.5% |
| 6M | +22.3% | -1.9% | +24.2% | +23.9% |
| YTD | +26.5% | -0.8% | +27.3% | +27.1% |
| 1Y | +27.0% | +2.7% | +24.3% | +24.4% |
| 3Y | +149.6% | +8.6% | +141.0% | +134.6% |
| 5Y | +118.1% | +2.0% | +116.0% | +114.4% |
| 10Y | +369.0% | +17.9% | +351.0% | +326.2% |
| All | +669.4% | +76.3% | +593.1% | +439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling