+485.3%
EFX vs MUB
+76.3%
+409.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -8.6% | -0.9% | -7.8% | -8.0% |
| 30D | +0.1% | -1.4% | +1.5% | +1.3% |
| 3M | +3.8% | -2.2% | +6.0% | +5.7% |
| 6M | -13.5% | -1.9% | -11.6% | -12.1% |
| YTD | -17.7% | -0.8% | -16.9% | -17.0% |
| 1Y | -25.6% | +2.7% | -28.3% | -26.8% |
| 3Y | -12.1% | +8.6% | -20.7% | -16.4% |
| 5Y | -33.8% | +2.0% | -35.9% | -35.3% |
| 10Y | +45.1% | +17.9% | +27.2% | +36.1% |
| All | +485.3% | +76.3% | +409.0% | +385.6% |
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