+302.1%
MMM vs MUB
+76.3%
+225.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | -0.9% | -2.5% | -3.0% |
| 30D | -7.0% | -1.4% | -5.6% | -6.6% |
| 3M | +10.8% | -2.2% | +13.0% | +11.6% |
| 6M | +5.8% | -1.9% | +7.7% | +6.4% |
| YTD | +6.8% | -0.8% | +7.5% | +7.1% |
| 1Y | +10.4% | +2.7% | +7.6% | +9.6% |
| 3Y | +104.7% | +8.6% | +96.1% | +100.1% |
| 5Y | +23.6% | +2.0% | +21.5% | +22.2% |
| 10Y | +54.1% | +17.9% | +36.2% | +49.3% |
| All | +302.1% | +76.3% | +225.8% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling