-9.1%
LOW vs MUB
+8.2%
-17.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | +0.1% |
| 7D | -0.6% | -0.7% | +0.1% | +1.0% |
| 30D | -9.3% | -2.0% | -7.3% | -5.0% |
| 3M | -8.1% | -2.5% | -5.5% | -2.4% |
| 6M | -19.8% | -2.3% | -17.4% | -15.1% |
| YTD | -16.4% | -1.3% | -15.1% | -13.4% |
| 1Y | -24.7% | +1.1% | -25.8% | -25.7% |
| All | -9.1% | +8.2% | -17.3% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling