+99.6%
DE vs MUB
+1.2%
+98.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -2.6% | -0.8% | -1.7% | -2.2% |
| 30D | +9.0% | -2.4% | +11.4% | +10.2% |
| 3M | +19.1% | -2.8% | +22.0% | +20.8% |
| 6M | +14.4% | -2.2% | +16.6% | +15.7% |
| YTD | +45.9% | -1.6% | +47.5% | +47.3% |
| 1Y | +43.6% | 0.0% | +43.6% | +44.0% |
| 3Y | +75.9% | +7.9% | +68.0% | +72.9% |
| All | +99.6% | +1.2% | +98.5% | +52.2% |
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 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