-35.2%
EFX vs MUB
+2.2%
-37.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | +2.5% | -1.9% | +4.5% | +8.1% |
| 6M | -16.7% | -1.7% | -15.0% | -12.5% |
| YTD | -20.2% | -0.8% | -19.4% | -18.0% |
| 1Y | -31.4% | +1.5% | -32.9% | -33.3% |
| 3Y | -10.5% | +8.8% | -19.3% | -26.8% |
| 5Y | -35.2% | +2.0% | -37.2% | -43.5% |
| All | -35.2% | +2.2% | -37.4% | -43.5% |
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