+454.5%
FIX vs MUB
+10.8%
+443.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.4% | +5.4% |
| 7D | -17.5% | +0.7% | -18.2% | -17.9% |
| 30D | -41.6% | +4.4% | -45.9% | -44.2% |
| 3M | -40.6% | -0.2% | -40.4% | -40.0% |
| 6M | -49.4% | -0.6% | -48.8% | -48.4% |
| YTD | +9.2% | +0.3% | +8.8% | +10.3% |
| 1Y | +6.5% | +0.8% | +5.7% | +7.2% |
| All | +454.5% | +10.8% | +443.7% | +342.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling