+158.4%
MMM vs MUB
+9.9%
+148.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -0.4% | -1.3% | +0.9% | +0.9% |
| 30D | +12.1% | +2.2% | +10.0% | +9.7% |
| 3M | +1.4% | -1.6% | +3.0% | +3.6% |
| 6M | +26.6% | -1.3% | +27.9% | +28.9% |
| YTD | +16.8% | -0.7% | +17.5% | +18.4% |
| 1Y | +10.1% | -0.2% | +10.3% | +11.2% |
| 3Y | +158.4% | +9.6% | +148.8% | +148.6% |
| All | +158.4% | +9.9% | +148.5% | +148.6% |
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