+124.3%
MOD vs MUB
+11.5%
+112.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.9% |
| 7D | -34.2% | +0.9% | -35.1% | -35.2% |
| 30D | -51.9% | +3.8% | -55.6% | -55.1% |
| 3M | -53.0% | -0.7% | -52.4% | -52.4% |
| 6M | -66.4% | -0.8% | -65.6% | -65.7% |
| YTD | -31.5% | 0.0% | -31.5% | -30.8% |
| 1Y | -39.6% | +0.6% | -40.2% | -39.3% |
| All | +124.3% | +11.5% | +112.9% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling