+869.2%
LOW vs MUB
+76.3%
+792.9%
-57.1%
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 | -1.7% | -0.9% | -0.9% | -1.1% |
| 30D | -7.0% | -1.4% | -5.6% | -6.0% |
| 3M | -0.9% | -2.2% | +1.3% | +0.9% |
| 6M | -20.1% | -1.9% | -18.2% | -18.8% |
| YTD | -13.9% | -0.8% | -13.1% | -13.2% |
| 1Y | -21.1% | +2.7% | -23.9% | -22.5% |
| 3Y | -6.6% | +8.6% | -15.2% | -11.2% |
| 5Y | +9.4% | +2.0% | +7.3% | +7.3% |
| 10Y | +220.5% | +17.9% | +202.6% | +203.4% |
| All | +869.2% | +76.3% | +792.9% | +761.9% |
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 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