+260.2%
MOD vs MUB
+77.6%
+182.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.5% |
| 7D | -34.2% | +0.9% | -35.1% | -34.6% |
| 30D | -51.9% | +3.8% | -55.6% | -53.1% |
| 3M | -53.0% | -0.7% | -52.4% | -52.9% |
| 6M | -66.4% | -0.8% | -65.6% | -66.2% |
| YTD | -31.5% | 0.0% | -31.5% | -31.5% |
| 1Y | -39.6% | +0.6% | -40.2% | -39.7% |
| 3Y | +116.8% | +11.4% | +105.5% | +104.0% |
| 5Y | +713.8% | +3.1% | +710.7% | +695.6% |
| 10Y | +882.7% | +20.2% | +862.5% | +825.2% |
| All | +260.2% | +77.6% | +182.6% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling