+74.8%
MTZ vs MUB
+3.5%
+71.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.4% |
| 7D | -6.4% | +0.7% | -7.1% | -7.1% |
| 30D | -22.1% | +4.4% | -26.4% | -25.7% |
| 3M | -32.7% | -0.2% | -32.5% | -32.5% |
| 6M | -59.8% | -0.6% | -59.2% | -59.5% |
| YTD | -19.9% | +0.3% | -20.2% | -19.9% |
| 1Y | -11.5% | +0.8% | -12.2% | -11.7% |
| 3Y | +258.1% | +12.0% | +246.1% | +221.7% |
| All | +74.8% | +3.5% | +71.3% | +25.0% |
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 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