+521.9%
EFX vs MUB
+76.5%
+445.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | +0.3% |
| 30D | +25.1% | +2.2% | +22.9% | +23.0% |
| 3M | +1.7% | -1.6% | +3.3% | +3.1% |
| 6M | +18.4% | -1.3% | +19.6% | +19.8% |
| YTD | -12.5% | -0.7% | -11.9% | -11.8% |
| 1Y | -8.1% | -0.2% | -7.9% | -7.6% |
| 3Y | +4.8% | +9.6% | -4.8% | -0.9% |
| 5Y | -30.1% | +2.6% | -32.7% | -31.8% |
| 10Y | +81.5% | +21.5% | +60.0% | +69.6% |
| All | +521.9% | +76.5% | +445.4% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling