+308.7%
EWY vs MUB
+76.3%
+232.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | -0.9% | +5.7% | +5.4% |
| 30D | +11.7% | -1.4% | +13.1% | +12.8% |
| 3M | -7.4% | -2.2% | -5.3% | -5.9% |
| 6M | +40.6% | -1.9% | +42.4% | +42.7% |
| YTD | +94.3% | -0.8% | +95.0% | +96.1% |
| 1Y | +164.3% | +2.7% | +161.5% | +161.5% |
| 3Y | +221.0% | +8.6% | +212.4% | +208.1% |
| 5Y | +139.1% | +2.0% | +137.1% | +136.1% |
| 10Y | +298.8% | +17.9% | +280.9% | +281.4% |
| All | +308.7% | +76.3% | +232.5% | +283.4% |
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