+43.6%
EWZ vs MUB
+20.8%
+22.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | -1.5% | +0.7% | -2.2% | -2.7% |
| 30D | -24.5% | +4.4% | -28.9% | -30.3% |
| 3M | -10.7% | -0.2% | -10.5% | -10.6% |
| 6M | -19.1% | -0.6% | -18.5% | -18.3% |
| YTD | +1.6% | +0.3% | +1.3% | +1.0% |
| 1Y | +4.3% | +0.8% | +3.5% | +2.9% |
| 3Y | +19.0% | +12.0% | +7.0% | -3.8% |
| 5Y | +57.7% | +3.4% | +54.2% | +50.1% |
| All | +43.6% | +20.8% | +22.8% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling