+176.6%
FITB vs MUB
+77.6%
+98.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +7.0% | +3.4% | +3.6% | +5.2% |
| 3M | -4.4% | -0.7% | -3.7% | -4.0% |
| 6M | +11.6% | -1.0% | +12.5% | +12.1% |
| YTD | +18.6% | 0.0% | +18.6% | +18.7% |
| 1Y | +29.8% | +0.4% | +29.5% | +29.6% |
| 3Y | +140.7% | +10.5% | +130.2% | +129.3% |
| 5Y | +48.6% | +3.1% | +45.5% | +45.7% |
| 10Y | +224.4% | +22.0% | +202.4% | +211.1% |
| All | +176.6% | +77.6% | +98.9% | +132.7% |
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