+157.1%
MMM vs MUB
+11.9%
+145.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +6.2% | +0.7% | +5.5% | +5.4% |
| 30D | +14.2% | +4.4% | +9.8% | +9.4% |
| 3M | +2.9% | -0.2% | +3.1% | +3.5% |
| 6M | +27.6% | -0.6% | +28.2% | +28.9% |
| YTD | +17.3% | +0.3% | +16.9% | +17.6% |
| 1Y | +15.1% | +0.8% | +14.3% | +15.1% |
| 3Y | +157.1% | +12.0% | +145.1% | +147.4% |
| All | +157.1% | +11.9% | +145.2% | +147.4% |
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