+69.0%
F vs MUB
+22.8%
+46.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.6% |
| 7D | -2.1% | +0.4% | -2.6% | -2.8% |
| 30D | +3.3% | +3.9% | -0.6% | -2.4% |
| 3M | -11.3% | -0.2% | -11.1% | -11.0% |
| 6M | +5.3% | -0.4% | +5.7% | +6.1% |
| YTD | -2.2% | +0.5% | -2.8% | -2.7% |
| 1Y | -3.5% | +0.7% | -4.2% | -4.2% |
| 3Y | +49.5% | +11.1% | +38.4% | +29.0% |
| 5Y | -13.5% | +3.7% | -17.2% | -18.5% |
| 10Y | +69.0% | +22.9% | +46.1% | +55.6% |
| All | +69.0% | +22.8% | +46.3% | +55.6% |
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 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