+349.5%
MTUM vs MUB
+17.2%
+332.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +0.8% |
| 7D | +0.7% | -0.8% | +1.5% | +1.6% |
| 30D | -2.4% | -2.4% | -0.1% | 0.0% |
| 3M | -3.6% | -2.8% | -0.8% | -0.7% |
| 6M | +23.7% | -2.2% | +25.9% | +26.8% |
| YTD | +22.9% | -1.6% | +24.5% | +25.2% |
| 1Y | +21.8% | 0.0% | +21.7% | +22.0% |
| 3Y | +114.4% | +7.9% | +106.6% | +98.1% |
| 5Y | +79.6% | +1.2% | +78.3% | +78.5% |
| All | +349.5% | +17.2% | +332.3% | +350.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling