+79.6%
MMM vs MUB
+21.1%
+58.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +6.2% | +0.7% | +5.5% | +5.8% |
| 30D | +14.2% | +4.4% | +9.8% | +11.4% |
| 3M | +2.9% | -0.2% | +3.1% | +3.0% |
| 6M | +27.6% | -0.6% | +28.2% | +28.1% |
| YTD | +17.3% | +0.3% | +16.9% | +17.2% |
| 1Y | +15.1% | +0.8% | +14.3% | +14.8% |
| 3Y | +157.1% | +12.0% | +145.1% | +143.0% |
| 5Y | +45.1% | +3.4% | +41.7% | +41.2% |
| All | +79.6% | +21.1% | +58.5% | +80.2% |
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 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