+22.8%
MUB vs A
+302.9%
-280.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | -1.6% | +16.7% | -18.3% | -2.2% |
| 6M | -1.3% | +54.8% | -56.1% | -2.9% |
| YTD | -0.7% | +28.8% | -29.5% | -1.7% |
| 1Y | -0.2% | +19.3% | -19.5% | -1.0% |
| 3Y | +9.6% | +65.5% | -55.9% | +7.0% |
| 5Y | +2.6% | +12.1% | -9.5% | +1.4% |
| All | +22.8% | +302.9% | -280.0% | +16.5% |
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