-15.1%
MP vs MUB
+3.2%
-18.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.8% |
| 7D | -10.5% | +0.7% | -11.2% | -11.8% |
| 30D | -23.5% | +4.4% | -27.9% | -30.1% |
| 3M | -25.4% | -0.4% | -25.0% | -24.8% |
| 6M | -51.3% | -0.9% | -50.4% | -50.4% |
| YTD | -29.9% | +0.1% | -30.0% | -29.8% |
| 1Y | -31.8% | +0.5% | -32.3% | -32.2% |
| 3Y | +127.0% | +11.7% | +115.3% | +91.7% |
| All | -15.1% | +3.2% | -18.3% | -45.8% |
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