+1,214.0%
MAR vs MUB
+76.5%
+1,137.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.6% | -1.3% | +2.9% | +2.2% |
| 30D | +13.8% | +2.2% | +11.6% | +12.7% |
| 3M | +20.3% | -1.6% | +21.9% | +21.2% |
| 6M | +21.3% | -1.3% | +22.6% | +22.0% |
| YTD | +37.2% | -0.7% | +37.9% | +37.7% |
| 1Y | +48.4% | -0.2% | +48.6% | +48.7% |
| 3Y | +120.1% | +9.6% | +110.5% | +111.8% |
| 5Y | +182.1% | +2.6% | +179.5% | +177.6% |
| 10Y | +530.2% | +21.5% | +508.7% | +505.7% |
| All | +1,214.0% | +76.5% | +1,137.5% | +1,102.6% |
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 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