+18.0%
MUB vs CAPR
-77.1%
+95.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | -0.3% | -9.5% | +9.2% | -0.3% |
| 30D | -1.5% | +121.5% | -123.1% | -1.6% |
| 3M | -1.9% | -65.4% | +63.4% | -1.9% |
| 6M | -1.7% | -67.5% | +65.8% | -1.7% |
| YTD | -0.8% | -68.6% | +67.8% | -0.8% |
| 1Y | +1.5% | +42.7% | -41.2% | +1.3% |
| 3Y | +8.8% | +43.4% | -34.6% | +8.4% |
| 5Y | +2.0% | +86.0% | -84.0% | +1.6% |
| 10Y | +18.0% | -77.4% | +95.4% | +16.6% |
| All | +18.0% | -77.1% | +95.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling