+75.4%
FE vs MUB
+77.8%
-2.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -1.0% | -0.4% | -0.6% | -0.6% |
| 6M | +4.0% | -0.9% | +4.9% | +4.8% |
| YTD | +6.8% | +0.1% | +6.8% | +6.8% |
| 1Y | +5.3% | +0.5% | +4.8% | +4.9% |
| 3Y | +44.6% | +11.7% | +32.9% | +31.7% |
| 5Y | +44.2% | +3.2% | +41.1% | +40.1% |
| 10Y | +107.3% | +20.3% | +86.9% | +83.7% |
| All | +75.4% | +77.8% | -2.4% | +20.6% |
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