-30.7%
DOW vs MUB
+3.3%
-34.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -9.4% | +1.0% | -10.5% | -9.9% |
| 30D | +8.9% | +3.9% | +5.1% | +7.0% |
| 3M | +6.7% | -0.4% | +7.1% | +6.8% |
| 6M | -14.2% | -0.6% | -13.6% | -14.1% |
| YTD | +36.9% | +0.4% | +36.5% | +35.9% |
| 1Y | +45.8% | +0.8% | +44.9% | +44.1% |
| 3Y | -23.9% | +11.3% | -35.2% | -30.0% |
| All | -30.7% | +3.3% | -34.1% | -45.5% |
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