+78.4%
EFX vs MUB
+22.3%
+56.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | +0.5% |
| 7D | -3.6% | -0.8% | -2.8% | -2.3% |
| 30D | +25.3% | +2.4% | +22.9% | +20.5% |
| 3M | +3.8% | -1.1% | +4.9% | +5.9% |
| 6M | +12.7% | -1.0% | +13.7% | +14.9% |
| YTD | -13.1% | -0.3% | -12.8% | -12.2% |
| 1Y | -9.3% | 0.0% | -9.3% | -8.8% |
| 3Y | +3.5% | +10.2% | -6.6% | -9.3% |
| 5Y | -30.6% | +2.9% | -33.5% | -34.4% |
| All | +78.4% | +22.3% | +56.2% | +58.3% |
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