+1,229.9%
MAR vs MUB
+77.6%
+1,152.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +2.9% | +0.6% | +2.2% | +2.6% |
| 30D | +17.0% | +3.4% | +13.6% | +15.3% |
| 3M | +23.2% | -0.7% | +23.8% | +23.5% |
| 6M | +21.7% | -1.0% | +22.7% | +22.3% |
| YTD | +38.9% | 0.0% | +38.9% | +39.0% |
| 1Y | +48.7% | +0.4% | +48.3% | +48.5% |
| 3Y | +122.9% | +10.5% | +112.4% | +113.7% |
| 5Y | +177.5% | +3.1% | +174.4% | +172.4% |
| 10Y | +537.5% | +22.0% | +515.5% | +510.9% |
| All | +1,229.9% | +77.6% | +1,152.2% | +1,113.5% |
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