-10.5%
EFX vs MUB
+8.8%
-19.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.0% |
| 7D | -7.8% | -0.3% | -7.5% | -7.1% |
| 30D | -5.7% | -1.5% | -4.2% | -1.5% |
| 3M | +2.5% | -1.9% | +4.5% | +8.3% |
| 6M | -16.7% | -1.7% | -15.0% | -12.4% |
| YTD | -20.2% | -0.8% | -19.4% | -17.9% |
| 1Y | -31.4% | +1.5% | -32.9% | -33.2% |
| 3Y | -10.5% | +8.8% | -19.3% | -29.1% |
| All | -10.5% | +8.8% | -19.3% | -29.1% |
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