+291.3%
IR vs MUB
+20.2%
+271.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -2.8% | -0.9% | -2.0% | -2.1% |
| 30D | -15.1% | -1.4% | -13.7% | -14.0% |
| 3M | +6.1% | -2.2% | +8.2% | +8.2% |
| 6M | -16.8% | -1.9% | -14.9% | -15.2% |
| YTD | -3.5% | -0.8% | -2.8% | -2.6% |
| 1Y | -3.5% | +2.7% | -6.2% | -5.3% |
| 3Y | +9.5% | +8.6% | +0.9% | +2.0% |
| 5Y | +45.1% | +2.0% | +43.0% | +42.0% |
| All | +291.3% | +20.2% | +271.1% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling