+3.5%
MUB vs CAPR
+142.6%
-139.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.1% |
| 7D | +0.7% | +41.1% | -40.4% | +0.7% |
| 30D | +4.4% | +11.1% | -6.7% | +4.4% |
| 3M | -0.2% | +115.3% | -115.5% | -0.2% |
| 6M | -0.6% | -73.8% | +73.2% | -0.6% |
| YTD | +0.3% | -68.8% | +69.2% | +0.4% |
| 1Y | +0.8% | +43.3% | -42.5% | +0.6% |
| 3Y | +12.0% | +214.7% | -202.7% | +11.3% |
| All | +3.5% | +142.6% | -139.0% | +2.9% |
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