-55.4%
C vs MUB
+76.3%
-131.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | +0.1% | -1.4% | +1.5% | +0.6% |
| 3M | +2.4% | -2.2% | +4.6% | +3.2% |
| 6M | +24.9% | -1.9% | +26.8% | +25.8% |
| YTD | +19.8% | -0.8% | +20.6% | +20.2% |
| 1Y | +44.9% | +2.7% | +42.1% | +43.6% |
| 3Y | +263.0% | +8.6% | +254.4% | +252.6% |
| 5Y | +129.5% | +2.0% | +127.5% | +126.5% |
| 10Y | +291.6% | +17.9% | +273.7% | +287.5% |
| All | -55.4% | +76.3% | -131.7% | -59.6% |
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