+17.6%
MUB vs A
+236.6%
-219.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -0.7% | -4.4% | +3.7% | -0.6% |
| 30D | -2.0% | -2.7% | +0.7% | -1.9% |
| 3M | -2.5% | +7.0% | -9.6% | -2.8% |
| 6M | -2.3% | +24.6% | -27.0% | -3.2% |
| YTD | -1.3% | +7.0% | -8.3% | -1.7% |
| 1Y | +1.1% | +15.6% | -14.5% | +0.4% |
| 3Y | +8.2% | +29.9% | -21.7% | +6.6% |
| 5Y | +1.5% | -15.4% | +16.8% | +1.4% |
| 10Y | +17.6% | +248.9% | -231.3% | +11.9% |
| All | +17.6% | +236.6% | -219.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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