+812.7%
MOD vs MUB
+3.4%
+809.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.8% |
| 7D | -13.9% | +1.0% | -15.0% | -15.2% |
| 30D | -41.5% | +3.9% | -45.4% | -44.8% |
| 3M | -45.7% | -0.4% | -45.4% | -45.5% |
| 6M | -61.1% | -0.6% | -60.6% | -60.8% |
| YTD | -20.5% | +0.4% | -20.9% | -20.5% |
| 1Y | -32.1% | +0.8% | -33.0% | -32.4% |
| 3Y | +146.5% | +11.3% | +135.1% | +115.9% |
| 5Y | +812.7% | +3.4% | +809.3% | +632.8% |
| All | +812.7% | +3.4% | +809.3% | +632.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling