-14.3%
MTZ vs MUB
+0.1%
-14.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.4% | -15.8% | -16.0% |
| 7D | -7.4% | +0.6% | -8.0% | -8.4% |
| 30D | -23.6% | +3.2% | -26.8% | -28.8% |
| 3M | -38.3% | -1.1% | -37.3% | -34.1% |
| 6M | -60.6% | -1.1% | -59.5% | -57.5% |
| YTD | -22.9% | -0.5% | -22.4% | -18.0% |
| 1Y | -14.3% | 0.0% | -14.2% | -9.7% |
| All | -14.3% | +0.1% | -14.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling