+74.3%
F vs MUB
+21.7%
+52.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +1.0% | +0.6% | +0.3% | +0.1% |
| 30D | +2.1% | +3.4% | -1.3% | -2.9% |
| 3M | -10.3% | -0.7% | -9.6% | -9.3% |
| 6M | +3.3% | -1.0% | +4.2% | +4.9% |
| YTD | -2.0% | 0.0% | -2.0% | -1.6% |
| 1Y | -2.3% | +0.4% | -2.7% | -2.5% |
| 3Y | +49.9% | +10.5% | +39.4% | +30.4% |
| 5Y | -12.5% | +3.1% | -15.5% | -16.8% |
| 10Y | +74.3% | +22.0% | +52.2% | +63.1% |
| All | +74.3% | +21.7% | +52.6% | +63.1% |
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 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