+21.9%
MUB vs CAPR
-64.9%
+86.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.4% | +0.1% |
| 7D | +1.0% | +36.0% | -35.0% | +1.0% |
| 30D | +3.9% | +25.8% | -21.9% | +3.8% |
| 3M | -0.4% | +140.8% | -141.2% | -0.4% |
| 6M | -0.6% | -67.6% | +67.0% | -0.5% |
| YTD | +0.4% | -65.9% | +66.3% | +0.4% |
| 1Y | +0.8% | +66.1% | -65.3% | +0.6% |
| 3Y | +11.3% | +256.9% | -245.6% | +10.9% |
| 5Y | +3.4% | +172.1% | -168.7% | +3.0% |
| 10Y | +21.9% | -64.7% | +86.6% | +20.4% |
| All | +21.9% | -64.9% | +86.9% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling