+255.9%
D vs MUB
+77.8%
+178.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.4% |
| 30D | +11.5% | +4.4% | +7.1% | +7.7% |
| 3M | +3.7% | -0.4% | +4.2% | +4.1% |
| 6M | +13.5% | -0.9% | +14.4% | +14.4% |
| YTD | +20.7% | +0.1% | +20.7% | +20.7% |
| 1Y | +18.2% | +0.5% | +17.7% | +17.8% |
| 3Y | +73.3% | +11.7% | +61.6% | +59.7% |
| 5Y | +12.3% | +3.2% | +9.1% | +9.3% |
| 10Y | +43.4% | +20.3% | +23.1% | +29.1% |
| All | +255.9% | +77.8% | +178.1% | +164.2% |
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