+117.6%
DT vs MUB
+9.7%
+107.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.3% | -0.9% | -2.4% | -2.4% |
| 30D | +2.0% | -1.4% | +3.5% | +3.7% |
| 3M | +20.0% | -2.2% | +22.2% | +23.0% |
| 6M | +39.3% | -1.9% | +41.2% | +42.4% |
| YTD | +19.8% | -0.8% | +20.5% | +20.9% |
| 1Y | +4.3% | +2.7% | +1.5% | +1.3% |
| 3Y | +7.7% | +8.6% | -0.9% | -2.7% |
| 5Y | -26.8% | +2.0% | -28.9% | -29.2% |
| All | +117.6% | +9.7% | +107.9% | +115.6% |
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 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