-27.7%
FN vs MUB
-2.0%
-25.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.0% |
| 7D | -1.7% | -0.9% | -0.8% | +1.3% |
| 30D | -22.0% | -1.4% | -20.6% | -18.0% |
| 3M | -43.0% | -2.2% | -40.9% | -38.5% |
| 6M | -27.7% | -1.9% | -25.9% | -22.7% |
| All | -27.7% | -2.0% | -25.8% | -22.7% |
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 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