-13.2%
MCHP vs MUB
+9.9%
-23.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | +5.7% | -1.3% | +7.0% | +7.5% |
| 30D | -13.4% | +2.2% | -15.6% | -16.5% |
| 3M | -20.1% | -1.6% | -18.5% | -17.9% |
| 6M | -35.5% | -1.3% | -34.2% | -33.9% |
| YTD | -1.6% | -0.7% | -0.9% | +0.4% |
| 1Y | +15.5% | -0.2% | +15.7% | +17.1% |
| 3Y | -13.2% | +9.6% | -22.8% | -24.0% |
| All | -13.2% | +9.9% | -23.1% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling