+9.1%
IR vs MUB
+0.1%
+9.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -1.2% |
| 7D | +11.6% | +0.6% | +11.0% | +10.4% |
| 30D | +7.2% | +3.2% | +4.0% | +0.5% |
| 3M | -5.9% | -1.1% | -4.8% | +1.7% |
| 6M | +11.5% | -1.1% | +12.6% | +21.3% |
| YTD | +6.3% | -0.5% | +6.8% | +16.0% |
| 1Y | +9.1% | 0.0% | +9.1% | +17.9% |
| All | +9.1% | +0.1% | +9.0% | +17.9% |
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 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