-20.7%
MDLN vs MUB
-1.1%
-19.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.7% |
| 7D | -11.1% | -0.8% | -10.3% | -9.1% |
| 30D | -8.4% | -2.4% | -6.0% | -2.6% |
| 3M | -12.4% | -2.8% | -9.5% | -6.0% |
| 6M | -23.3% | -2.2% | -21.0% | -18.4% |
| YTD | -22.5% | -1.6% | -21.0% | -4.9% |
| All | -20.7% | -1.1% | -19.5% | +2.6% |
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 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