+41.1%
EWZ vs MUB
+76.3%
-35.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -0.9% | +7.4% | +7.4% |
| 30D | +4.8% | -1.4% | +6.3% | +6.4% |
| 3M | +9.9% | -2.2% | +12.0% | +12.4% |
| 6M | +1.9% | -1.9% | +3.8% | +4.1% |
| YTD | +20.3% | -0.8% | +21.1% | +21.4% |
| 1Y | +35.6% | +2.7% | +32.9% | +32.1% |
| 3Y | +43.4% | +8.6% | +34.9% | +32.3% |
| 5Y | +55.9% | +2.0% | +53.9% | +53.0% |
| 10Y | +84.2% | +17.9% | +66.2% | +65.9% |
| All | +41.1% | +76.3% | -35.2% | -2.6% |
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