+969.7%
MO vs MUB
+76.3%
+893.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +0.6% | -1.4% | +2.1% | +1.5% |
| 3M | -1.0% | -2.2% | +1.2% | +0.2% |
| 6M | +4.3% | -1.9% | +6.2% | +5.4% |
| YTD | +23.3% | -0.8% | +24.1% | +23.8% |
| 1Y | +10.5% | +2.7% | +7.7% | +8.7% |
| 3Y | +96.3% | +8.6% | +87.7% | +87.0% |
| 5Y | +98.9% | +2.0% | +96.8% | +96.7% |
| 10Y | +103.6% | +17.9% | +85.7% | +87.0% |
| All | +969.7% | +76.3% | +893.4% | +660.6% |
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 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