+46.3%
FE vs MUB
+3.2%
+43.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.8% |
| 30D | +4.1% | +4.4% | -0.2% | -0.8% |
| 3M | -1.0% | -0.4% | -0.6% | -0.4% |
| 6M | +4.0% | -0.9% | +4.9% | +5.2% |
| YTD | +6.8% | +0.1% | +6.8% | +6.9% |
| 1Y | +5.3% | +0.5% | +4.8% | +4.8% |
| 3Y | +44.6% | +11.7% | +32.9% | +27.3% |
| All | +46.3% | +3.2% | +43.1% | +18.1% |
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 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