+93.5%
MTZ vs MUB
+2.8%
+90.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.3% |
| 7D | +16.5% | -0.8% | +17.3% | +17.5% |
| 30D | -10.2% | +2.4% | -12.6% | -12.6% |
| 3M | -34.2% | -1.1% | -33.1% | -33.3% |
| 6M | -56.0% | -1.0% | -55.0% | -55.4% |
| YTD | -14.8% | -0.3% | -14.5% | -14.2% |
| 1Y | -7.2% | 0.0% | -7.2% | -6.8% |
| 3Y | +275.8% | +10.2% | +265.6% | +241.7% |
| 5Y | +93.5% | +2.9% | +90.6% | +43.4% |
| All | +93.5% | +2.8% | +90.7% | +43.4% |
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