+986.4%
LOW vs MUB
+76.5%
+909.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.4% |
| 30D | +21.7% | +2.2% | +19.5% | +19.8% |
| 3M | +5.0% | -1.6% | +6.6% | +6.4% |
| 6M | +4.6% | -1.3% | +5.9% | +5.8% |
| YTD | -3.5% | -0.7% | -2.8% | -2.8% |
| 1Y | +0.5% | -0.2% | +0.7% | +1.0% |
| 3Y | +24.8% | +9.6% | +15.2% | +18.0% |
| 5Y | +6.5% | +2.6% | +3.9% | +4.2% |
| 10Y | +294.6% | +21.5% | +273.1% | +273.4% |
| All | +986.4% | +76.5% | +909.9% | +865.8% |
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