-34.3%
EFX vs MUB
+0.2%
-34.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | -1.1% |
| 7D | -4.5% | -0.8% | -3.7% | -1.2% |
| 30D | -6.1% | -2.4% | -3.7% | +4.2% |
| 3M | +6.2% | -2.8% | +9.1% | +19.9% |
| 6M | -11.2% | -2.2% | -9.0% | -1.9% |
| YTD | -21.4% | -1.6% | -19.8% | -14.7% |
| 1Y | -34.3% | 0.0% | -34.4% | -32.7% |
| All | -34.3% | +0.2% | -34.6% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling