+241.6%
D vs MUB
+76.3%
+165.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +1.5% | -0.9% | +2.3% | +2.2% |
| 30D | -2.6% | -1.4% | -1.2% | -1.5% |
| 3M | 0.0% | -2.2% | +2.2% | +1.8% |
| 6M | +7.4% | -1.9% | +9.2% | +9.0% |
| YTD | +15.9% | -0.8% | +16.6% | +16.6% |
| 1Y | +18.1% | +2.7% | +15.4% | +15.6% |
| 3Y | +58.4% | +8.6% | +49.8% | +49.1% |
| 5Y | +5.2% | +2.0% | +3.2% | +3.3% |
| 10Y | +35.9% | +17.9% | +17.9% | +23.7% |
| All | +241.6% | +76.3% | +165.3% | +155.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling