-10.9%
MP vs MUB
+2.5%
-13.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.2% |
| 7D | +9.5% | -1.3% | +10.7% | +12.1% |
| 30D | -3.0% | +2.2% | -5.2% | -7.4% |
| 3M | -30.4% | -1.6% | -28.7% | -28.2% |
| 6M | -39.2% | -1.3% | -37.9% | -37.6% |
| YTD | -23.3% | -0.7% | -22.6% | -22.1% |
| 1Y | -32.6% | -0.2% | -32.4% | -32.2% |
| 3Y | +159.3% | +9.6% | +149.6% | +124.8% |
| All | -10.9% | +2.5% | -13.4% | -43.8% |
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