+109.2%
FE vs MUB
+17.9%
+91.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.6% | -0.3% | +0.9% | +1.0% |
| 30D | -2.1% | -1.5% | -0.6% | 0.0% |
| 3M | +2.6% | -1.9% | +4.6% | +5.4% |
| 6M | -6.8% | -1.7% | -5.1% | -4.5% |
| YTD | +6.9% | -0.8% | +7.7% | +8.0% |
| 1Y | +11.6% | +1.5% | +10.1% | +9.3% |
| 3Y | +47.7% | +8.8% | +38.9% | +31.2% |
| 5Y | +46.2% | +2.0% | +44.2% | +42.3% |
| 10Y | +109.2% | +18.0% | +91.2% | +82.2% |
| All | +109.2% | +17.9% | +91.3% | +82.2% |
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