+404.3%
META vs MUB
+20.8%
+383.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.8% | +0.7% | -1.5% | -1.5% |
| 30D | -15.4% | +4.4% | -19.8% | -18.9% |
| 3M | +3.5% | -0.2% | +3.7% | +3.7% |
| 6M | -0.3% | -0.6% | +0.3% | +0.4% |
| YTD | -7.3% | +0.3% | -7.7% | -7.5% |
| 1Y | -1.1% | +0.8% | -1.9% | -1.7% |
| 3Y | +95.1% | +12.0% | +83.0% | +73.3% |
| 5Y | +80.6% | +3.4% | +77.1% | +72.2% |
| All | +404.3% | +20.8% | +383.5% | +363.8% |
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