-42.8%
FIX vs MUB
-0.5%
-42.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.3% |
| 7D | +6.4% | +0.4% | +6.0% | +7.1% |
| 30D | -29.1% | +3.9% | -33.0% | -28.9% |
| 3M | -31.1% | -0.2% | -30.9% | -25.0% |
| 6M | -42.8% | -0.4% | -42.4% | -35.5% |
| All | -42.8% | -0.5% | -42.3% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling