+79.1%
META vs MUB
+3.2%
+75.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.4% |
| 7D | -3.1% | +0.9% | -4.0% | -4.1% |
| 30D | -18.1% | +3.8% | -21.9% | -21.4% |
| 3M | +2.9% | -0.7% | +3.5% | +3.8% |
| 6M | +0.2% | -0.8% | +1.0% | +1.3% |
| YTD | -8.1% | 0.0% | -8.1% | -7.8% |
| 1Y | -4.5% | +0.6% | -5.2% | -4.9% |
| 3Y | +94.2% | +11.4% | +82.8% | +65.8% |
| 5Y | +79.1% | +3.1% | +76.0% | +46.8% |
| All | +79.1% | +3.2% | +75.8% | +46.8% |
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 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