+507.3%
MAR vs MUB
+23.3%
+484.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +1.0% | +0.4% | +0.6% | +0.5% |
| 30D | +16.2% | +3.9% | +12.3% | +11.6% |
| 3M | +23.1% | -0.2% | +23.3% | +23.4% |
| 6M | +22.0% | -0.4% | +22.3% | +22.5% |
| YTD | +39.2% | +0.5% | +38.6% | +38.6% |
| 1Y | +48.3% | +0.7% | +47.6% | +47.4% |
| 3Y | +123.4% | +11.1% | +112.3% | +99.1% |
| 5Y | +185.4% | +3.7% | +181.7% | +173.6% |
| All | +507.3% | +23.3% | +484.0% | +488.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling