+242.5%
MET vs MUB
+16.7%
+225.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.7% |
| 7D | -2.5% | -1.2% | -1.2% | -1.5% |
| 30D | 0.0% | -2.8% | +2.7% | +2.2% |
| 3M | +13.1% | -3.1% | +16.1% | +15.8% |
| 6M | +39.0% | -2.9% | +41.9% | +42.1% |
| YTD | +25.2% | -2.0% | +27.2% | +27.1% |
| 1Y | +25.6% | 0.0% | +25.7% | +25.6% |
| 3Y | +67.1% | +7.4% | +59.7% | +56.2% |
| 5Y | +85.1% | +0.8% | +84.3% | +84.4% |
| All | +242.5% | +16.7% | +225.8% | +270.1% |
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