+157.9%
MTZ vs MUB
+2.2%
+155.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -0.9% | -0.7% | -0.6% |
| 30D | -11.1% | -1.4% | -9.7% | -9.7% |
| 3M | -36.7% | -2.2% | -34.6% | -35.1% |
| 6M | -21.9% | -1.9% | -20.1% | -20.3% |
| YTD | +9.1% | -0.8% | +9.9% | +10.4% |
| 1Y | +30.0% | +2.7% | +27.2% | +27.4% |
| 3Y | +138.5% | +8.6% | +129.9% | +121.0% |
| All | +157.9% | +2.2% | +155.7% | +95.7% |
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 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