+88.6%
EEM vs MUB
+8.8%
+79.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.5% |
| 30D | +4.9% | -1.5% | +6.4% | +7.1% |
| 3M | +5.2% | -1.9% | +7.2% | +8.2% |
| 6M | +20.7% | -1.7% | +22.4% | +23.7% |
| YTD | +26.5% | -0.8% | +27.2% | +28.6% |
| 1Y | +37.8% | +1.5% | +36.4% | +37.3% |
| All | +88.6% | +8.8% | +79.8% | +71.8% |
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