+76.9%
FICO vs MUB
+3.2%
+73.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -0.9% | +0.7% | -1.6% | -2.4% |
| 30D | +3.3% | +4.4% | -1.0% | -5.7% |
| 3M | -31.7% | -0.4% | -31.3% | -31.2% |
| 6M | -34.0% | -0.9% | -33.1% | -32.8% |
| YTD | -58.3% | +0.1% | -58.4% | -58.3% |
| 1Y | -57.9% | +0.5% | -58.4% | -58.3% |
| 3Y | -24.1% | +11.7% | -35.8% | -40.7% |
| All | +76.9% | +3.2% | +73.7% | +33.0% |
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 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