-17.2%
F vs MUB
+2.5%
-19.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.8% |
| 7D | -3.1% | -1.3% | -1.8% | -0.7% |
| 30D | 0.0% | +2.2% | -2.1% | -4.0% |
| 3M | -13.2% | -1.6% | -11.6% | -10.3% |
| 6M | -10.2% | -1.3% | -8.9% | -7.7% |
| YTD | -4.9% | -0.7% | -4.3% | -3.1% |
| 1Y | -6.1% | -0.2% | -5.9% | -5.1% |
| 3Y | +46.0% | +9.6% | +36.3% | +22.8% |
| All | -17.2% | +2.5% | -19.7% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling