+235.9%
DIA vs MUB
+21.7%
+214.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +0.9% | +0.6% | +0.3% | +0.3% |
| 30D | +1.1% | +3.4% | -2.3% | -2.3% |
| 3M | -2.9% | -0.7% | -2.2% | -2.2% |
| 6M | +5.9% | -1.0% | +6.9% | +7.0% |
| YTD | +9.8% | 0.0% | +9.8% | +9.9% |
| 1Y | +11.7% | +0.4% | +11.3% | +11.4% |
| 3Y | +59.5% | +10.5% | +49.1% | +43.9% |
| 5Y | +57.5% | +3.1% | +54.5% | +53.2% |
| 10Y | +235.9% | +22.0% | +213.9% | +233.9% |
| All | +235.9% | +21.7% | +214.2% | +233.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling