-45.2%
MDB vs MUB
+3.5%
-48.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.5% |
| 7D | -11.4% | +0.7% | -12.1% | -13.0% |
| 30D | -13.8% | +4.4% | -18.2% | -23.3% |
| 3M | -15.5% | -0.2% | -15.3% | -15.0% |
| 6M | +17.9% | -0.6% | +18.5% | +19.9% |
| YTD | -25.5% | +0.3% | -25.8% | -25.5% |
| 1Y | -12.1% | +0.8% | -12.9% | -13.1% |
| 3Y | -5.9% | +12.0% | -17.9% | -33.8% |
| All | -45.2% | +3.5% | -48.8% | -56.6% |
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