+906.4%
MOD vs MUB
+20.5%
+885.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -25.5% | +0.7% | -26.2% | -26.3% |
| 30D | -49.0% | +4.4% | -53.4% | -51.9% |
| 3M | -49.8% | -0.4% | -49.4% | -49.6% |
| 6M | -64.8% | -0.9% | -63.9% | -64.4% |
| YTD | -27.6% | +0.1% | -27.7% | -27.5% |
| 1Y | -35.2% | +0.5% | -35.7% | -35.4% |
| 3Y | +137.1% | +11.7% | +125.4% | +108.0% |
| 5Y | +760.3% | +3.2% | +757.1% | +726.0% |
| All | +906.4% | +20.5% | +885.9% | +1,112.2% |
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