+76.7%
FE vs MUB
+76.3%
+0.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | -0.9% | +2.8% | +2.7% |
| 30D | -1.2% | -1.4% | +0.3% | +0.1% |
| 3M | +3.5% | -2.2% | +5.6% | +5.5% |
| 6M | -6.1% | -1.9% | -4.2% | -4.5% |
| YTD | +7.6% | -0.8% | +8.4% | +8.3% |
| 1Y | +11.9% | +2.7% | +9.2% | +9.3% |
| 3Y | +48.4% | +8.6% | +39.8% | +38.5% |
| 5Y | +44.8% | +2.0% | +42.8% | +42.0% |
| 10Y | +115.9% | +17.9% | +98.0% | +93.8% |
| All | +76.7% | +76.3% | +0.4% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling