+545.7%
FICO vs MUB
+21.7%
+524.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.8% |
| 7D | +0.9% | +0.6% | +0.3% | -0.3% |
| 30D | +9.4% | +3.4% | +6.0% | +2.5% |
| 3M | -30.4% | -0.7% | -29.7% | -29.4% |
| 6M | -35.1% | -1.0% | -34.1% | -33.8% |
| YTD | -56.8% | 0.0% | -56.8% | -56.6% |
| 1Y | -58.4% | +0.4% | -58.8% | -58.6% |
| 3Y | -26.7% | +10.5% | -37.2% | -39.1% |
| 5Y | +88.0% | +3.1% | +84.9% | +75.3% |
| 10Y | +545.7% | +22.0% | +523.7% | +484.1% |
| All | +545.7% | +21.7% | +524.1% | +484.1% |
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 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