+127.9%
EMB vs MUB
+73.6%
+54.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.7% |
| 30D | +1.5% | +3.9% | -2.4% | -1.1% |
| 3M | -1.6% | -0.2% | -1.3% | -1.4% |
| 6M | -1.5% | -0.4% | -1.1% | -1.2% |
| YTD | -0.1% | +0.5% | -0.6% | -0.4% |
| 1Y | +0.5% | +0.7% | -0.1% | +0.1% |
| 3Y | +30.2% | +11.1% | +19.1% | +21.6% |
| 5Y | +8.6% | +3.7% | +4.8% | +5.4% |
| 10Y | +36.9% | +22.9% | +13.9% | +24.1% |
| All | +127.9% | +73.6% | +54.4% | +90.1% |
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 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