+38.9%
EFX vs MUB
+16.7%
+22.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.2% |
| 7D | -11.1% | -1.2% | -9.9% | -9.3% |
| 30D | -7.4% | -2.8% | -4.6% | -3.0% |
| 3M | +1.5% | -3.1% | +4.5% | +6.9% |
| 6M | -13.7% | -2.9% | -10.8% | -9.2% |
| YTD | -21.9% | -2.0% | -19.8% | -18.8% |
| 1Y | -30.8% | 0.0% | -30.8% | -30.3% |
| 3Y | -12.4% | +7.4% | -19.8% | -20.3% |
| 5Y | -35.9% | +0.8% | -36.7% | -37.4% |
| All | +38.9% | +16.7% | +22.2% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling