+76.0%
MUB vs A
+684.0%
-608.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | +1.0% | +4.8% | -3.7% | +1.0% |
| 30D | +3.9% | +5.6% | -1.8% | +3.8% |
| 3M | -0.4% | +23.6% | -24.0% | -0.7% |
| 6M | -0.6% | +56.4% | -56.9% | -1.3% |
| YTD | +0.4% | +33.4% | -33.0% | -0.1% |
| 1Y | +0.8% | +23.7% | -22.9% | +0.4% |
| 3Y | +11.3% | +71.0% | -59.7% | +10.2% |
| 5Y | +3.4% | +16.8% | -13.4% | +2.8% |
| 10Y | +21.9% | +323.8% | -301.9% | +20.0% |
| All | +76.0% | +684.0% | -608.1% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling