+22.6%
MCD vs MUB
+2.8%
+19.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.1% |
| 30D | +16.0% | +2.4% | +13.6% | +14.3% |
| 3M | 0.0% | -1.1% | +1.1% | +0.5% |
| 6M | +0.9% | -1.0% | +1.9% | +1.5% |
| YTD | -8.7% | -0.3% | -8.4% | -8.6% |
| 1Y | -8.6% | 0.0% | -8.5% | -8.6% |
| 3Y | +9.9% | +10.2% | -0.3% | +5.4% |
| 5Y | +22.6% | +2.9% | +19.7% | +13.6% |
| All | +22.6% | +2.8% | +19.9% | +13.6% |
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 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