+5.3%
FE vs MUB
+0.8%
+4.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.6% |
| 30D | +4.1% | +4.4% | -0.2% | +0.3% |
| 3M | -1.0% | -0.2% | -0.9% | +0.3% |
| 6M | +4.0% | -0.6% | +4.6% | +6.0% |
| YTD | +6.8% | +0.3% | +6.5% | +7.6% |
| 1Y | +5.3% | +0.8% | +4.5% | +5.0% |
| All | +5.3% | +0.8% | +4.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling