+380.3%
MCO vs MUB
+17.2%
+363.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +0.8% |
| 7D | -3.8% | -0.8% | -2.9% | -2.3% |
| 30D | -0.4% | -2.4% | +2.0% | +4.1% |
| 3M | +7.7% | -2.8% | +10.6% | +13.7% |
| 6M | +7.0% | -2.2% | +9.2% | +11.6% |
| YTD | -6.4% | -1.6% | -4.8% | -3.4% |
| 1Y | -7.6% | 0.0% | -7.7% | -7.5% |
| 3Y | +43.2% | +7.9% | +35.3% | +25.3% |
| 5Y | +29.6% | +1.2% | +28.3% | +26.2% |
| All | +380.3% | +17.2% | +363.0% | +343.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling