-22.4%
FN vs MUB
+0.3%
-22.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.5% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | -28.3% | +3.4% | -31.8% | -31.5% |
| 3M | -33.9% | -0.7% | -33.2% | -27.7% |
| 6M | -43.9% | -1.0% | -42.9% | -37.8% |
| YTD | -23.4% | 0.0% | -23.4% | -21.7% |
| All | -22.4% | +0.3% | -22.7% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling