+87.8%
DT vs MUB
+9.9%
+78.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | +3.1% | -1.3% | +4.4% | +4.5% |
| 30D | -29.5% | +2.2% | -31.7% | -31.2% |
| 3M | -11.7% | -1.6% | -10.1% | -10.2% |
| 6M | +29.0% | -1.3% | +30.3% | +30.8% |
| YTD | +3.4% | -0.7% | +4.0% | +4.1% |
| 1Y | -4.2% | -0.2% | -4.0% | -4.0% |
| 3Y | -12.8% | +9.6% | -22.5% | -22.3% |
| 5Y | -39.6% | +2.6% | -42.1% | -42.0% |
| All | +87.8% | +9.9% | +78.0% | +85.6% |
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