+44.1%
IR vs MUB
+3.5%
+40.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +3.7% | +0.7% | +3.0% | +3.0% |
| 30D | +7.4% | +4.4% | +3.1% | +3.3% |
| 3M | -5.9% | -0.2% | -5.8% | -5.5% |
| 6M | +5.6% | -0.6% | +6.2% | +6.6% |
| YTD | +4.8% | +0.3% | +4.5% | +5.1% |
| 1Y | +6.9% | +0.8% | +6.2% | +6.9% |
| 3Y | +27.6% | +12.0% | +15.5% | +15.6% |
| All | +44.1% | +3.5% | +40.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling