+10.0%
MUB vs CAPR
+264.4%
-254.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | -0.8% |
| 7D | -0.8% | +19.1% | -19.9% | -0.8% |
| 30D | +2.4% | +48.8% | -46.4% | +2.4% |
| 3M | -1.1% | +144.4% | -145.5% | -1.1% |
| 6M | -1.0% | -67.5% | +66.5% | -1.0% |
| YTD | -0.3% | -64.5% | +64.2% | -0.3% |
| 1Y | 0.0% | +74.4% | -74.5% | -0.1% |
| All | +10.0% | +264.4% | -254.4% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling