+184.8%
MAR vs MUB
+3.0%
+181.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | +2.9% | +0.6% | +2.2% | +2.3% |
| 30D | +17.0% | +3.4% | +13.6% | +13.8% |
| 3M | +23.2% | -0.7% | +23.8% | +24.0% |
| 6M | +21.7% | -1.0% | +22.7% | +22.9% |
| YTD | +38.9% | 0.0% | +38.9% | +39.3% |
| 1Y | +48.7% | +0.4% | +48.3% | +48.7% |
| 3Y | +122.9% | +10.5% | +112.4% | +104.3% |
| All | +184.8% | +3.0% | +181.8% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling