-10.8%
DOW vs MUB
+14.2%
-25.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -2.4% | -0.9% | -1.5% | -1.7% |
| 30D | +0.4% | -1.4% | +1.8% | +1.5% |
| 3M | -14.4% | -2.2% | -12.2% | -13.0% |
| 6M | -7.0% | -1.9% | -5.1% | -5.7% |
| YTD | +30.2% | -0.8% | +31.0% | +30.5% |
| 1Y | +29.2% | +2.7% | +26.5% | +25.3% |
| 3Y | -36.7% | +8.6% | -45.3% | -41.7% |
| 5Y | -37.7% | +2.0% | -39.7% | -39.3% |
| All | -10.8% | +14.2% | -25.0% | +35.2% |
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