+779.6%
MCD vs MUB
+76.3%
+703.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.9% | -2.0% | -2.4% |
| 30D | -6.0% | -1.4% | -4.6% | -5.3% |
| 3M | -5.6% | -2.2% | -3.4% | -4.5% |
| 6M | -21.9% | -1.9% | -20.0% | -21.1% |
| YTD | -14.7% | -0.8% | -13.9% | -14.4% |
| 1Y | -17.3% | +2.7% | -20.0% | -18.4% |
| 3Y | -2.2% | +8.6% | -10.7% | -6.0% |
| 5Y | +20.3% | +2.0% | +18.2% | +19.0% |
| 10Y | +180.7% | +17.9% | +162.8% | +165.7% |
| All | +779.6% | +76.3% | +703.3% | +632.9% |
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