-28.0%
MOD vs MUB
-0.1%
-27.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +1.3% |
| 7D | +16.1% | -0.8% | +16.9% | +18.2% |
| 30D | -38.5% | +2.4% | -40.9% | -43.9% |
| 3M | -46.8% | -1.1% | -45.7% | -41.6% |
| 6M | -61.6% | -1.0% | -60.6% | -57.9% |
| YTD | -20.5% | -0.3% | -20.2% | -15.6% |
| 1Y | -28.0% | 0.0% | -28.0% | -26.3% |
| All | -28.0% | -0.1% | -27.9% | -26.3% |
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