+2.6%
MUB vs CAPR
+172.3%
-169.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | -0.4% |
| 7D | -1.3% | +5.9% | -7.2% | -1.3% |
| 30D | +2.2% | +44.6% | -42.4% | +2.2% |
| 3M | -1.6% | +126.4% | -128.0% | -1.7% |
| 6M | -1.3% | -68.6% | +67.3% | -1.3% |
| YTD | -0.7% | -67.0% | +66.3% | -0.6% |
| 1Y | -0.2% | +65.2% | -65.4% | -0.4% |
| 3Y | +9.6% | +235.6% | -225.9% | +8.9% |
| All | +2.6% | +172.3% | -169.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling