+93.4%
META vs MUB
+11.5%
+82.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -3.1% | +0.9% | -4.0% | -3.6% |
| 30D | -18.1% | +3.8% | -21.9% | -19.9% |
| 3M | +2.9% | -0.7% | +3.5% | +3.7% |
| 6M | +0.2% | -0.8% | +1.0% | +1.1% |
| YTD | -8.1% | 0.0% | -8.1% | -7.7% |
| 1Y | -4.5% | +0.6% | -5.2% | -4.3% |
| All | +93.4% | +11.5% | +82.0% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling