+670.4%
MOD vs MUB
+76.3%
+594.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -0.9% | +10.4% | +10.2% |
| 30D | 0.0% | -1.4% | +1.4% | +0.9% |
| 3M | -35.4% | -2.2% | -33.2% | -34.5% |
| 6M | -7.3% | -1.9% | -5.4% | -6.0% |
| YTD | +45.8% | -0.8% | +46.6% | +46.8% |
| 1Y | +43.1% | +2.7% | +40.4% | +41.3% |
| 3Y | +297.7% | +8.6% | +289.1% | +279.9% |
| 5Y | +1,478.8% | +2.0% | +1,476.7% | +1,454.1% |
| 10Y | +1,633.4% | +17.9% | +1,615.5% | +1,544.2% |
| All | +670.4% | +76.3% | +594.2% | +491.0% |
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