-12.0%
DT vs MUB
+10.8%
-22.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -24.7% | +0.7% | -25.4% | -24.9% |
| 30D | -27.4% | +4.4% | -31.7% | -28.8% |
| 3M | -11.1% | -0.2% | -11.0% | -11.0% |
| 6M | +13.7% | -0.6% | +14.3% | +14.1% |
| YTD | +0.2% | +0.3% | -0.1% | +0.2% |
| 1Y | -5.7% | +0.8% | -6.5% | -5.8% |
| All | -12.0% | +10.8% | -22.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling