-33.5%
MOD vs MUB
+0.9%
-34.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.7% |
| 7D | -13.9% | +1.0% | -15.0% | -16.1% |
| 30D | -41.5% | +3.9% | -45.4% | -48.8% |
| 3M | -45.7% | -0.4% | -45.4% | -41.5% |
| 6M | -61.1% | -0.6% | -60.6% | -57.6% |
| YTD | -20.5% | +0.4% | -20.9% | -15.4% |
| All | -33.5% | +0.9% | -34.4% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling