+71.1%
FITB vs MUB
+2.2%
+68.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | -4.5% | -1.5% | -3.0% | -3.6% |
| 3M | +5.7% | -1.9% | +7.6% | +7.0% |
| 6M | +17.1% | -1.7% | +18.8% | +18.4% |
| YTD | +18.3% | -0.8% | +19.1% | +19.0% |
| 1Y | +23.9% | +1.5% | +22.4% | +23.1% |
| 3Y | +131.1% | +8.8% | +122.3% | +119.6% |
| 5Y | +71.1% | +2.0% | +69.1% | +11.6% |
| All | +71.1% | +2.2% | +68.9% | +11.6% |
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 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