-28.1%
DT vs MUB
+2.2%
-30.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.9% | -0.3% | -4.6% | -4.6% |
| 30D | +2.7% | -1.5% | +4.2% | +4.2% |
| 3M | +20.0% | -1.9% | +21.9% | +22.2% |
| 6M | +28.0% | -1.7% | +29.7% | +30.2% |
| YTD | +16.0% | -0.8% | +16.8% | +17.0% |
| 1Y | +0.7% | +1.5% | -0.8% | -0.3% |
| 3Y | +6.2% | +8.8% | -2.6% | -4.5% |
| 5Y | -28.1% | +2.0% | -30.1% | -41.3% |
| All | -28.1% | +2.2% | -30.4% | -41.3% |
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