+45.6%
DUK vs MUB
+7.4%
+38.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.1% |
| 7D | -1.7% | -1.2% | -0.4% | -0.3% |
| 30D | -2.2% | -2.8% | +0.5% | +0.8% |
| 3M | -3.7% | -3.1% | -0.6% | -0.4% |
| 6M | -6.3% | -2.9% | -3.5% | -3.3% |
| YTD | +4.5% | -2.0% | +6.5% | +6.8% |
| 1Y | +1.8% | 0.0% | +1.8% | +1.6% |
| All | +45.6% | +7.4% | +38.2% | +34.6% |
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 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