+685.3%
AU vs MUB
+0.7%
+684.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -1.8% |
| 7D | -7.0% | -1.2% | -5.7% | -2.9% |
| 30D | +7.3% | -2.8% | +10.0% | +18.1% |
| 3M | +33.2% | -3.1% | +36.3% | +48.5% |
| 6M | -0.6% | -2.9% | +2.2% | +11.0% |
| YTD | +26.2% | -2.0% | +28.2% | +37.4% |
| 1Y | +68.3% | 0.0% | +68.3% | +72.3% |
| 3Y | +592.1% | +7.4% | +584.7% | +449.8% |
| 5Y | +685.3% | +0.8% | +684.5% | +827.9% |
| All | +685.3% | +0.7% | +684.5% | +827.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling