+46.6%
EEM vs MUB
+1.5%
+45.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +2.0% | -0.7% | +2.7% | +2.9% |
| 30D | +5.1% | -2.0% | +7.0% | +7.8% |
| 3M | +4.6% | -2.5% | +7.1% | +8.1% |
| 6M | +17.8% | -2.3% | +20.1% | +21.5% |
| YTD | +25.8% | -1.3% | +27.1% | +28.5% |
| 1Y | +36.4% | +1.1% | +35.3% | +35.9% |
| 3Y | +90.0% | +8.2% | +81.8% | +75.4% |
| 5Y | +46.6% | +1.5% | +45.1% | +29.2% |
| All | +46.6% | +1.5% | +45.0% | +29.2% |
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