+945.0%
MAR vs MUB
+76.3%
+868.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -0.9% | -3.3% | -3.8% |
| 30D | -6.7% | -1.4% | -5.3% | -6.1% |
| 3M | -12.5% | -2.2% | -10.3% | -11.6% |
| 6M | +0.6% | -1.9% | +2.5% | +1.5% |
| YTD | +9.1% | -0.8% | +9.9% | +9.6% |
| 1Y | +26.2% | +2.7% | +23.5% | +24.9% |
| 3Y | +68.2% | +8.6% | +59.6% | +62.4% |
| 5Y | +163.9% | +2.0% | +161.9% | +160.2% |
| 10Y | +420.6% | +17.9% | +402.6% | +400.4% |
| All | +945.0% | +76.3% | +868.7% | +856.9% |
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