+4.8%
MUB vs COMP
-52.0%
+56.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -0.1% |
| 7D | +0.7% | +13.4% | -12.7% | +0.5% |
| 30D | +4.4% | +11.1% | -6.7% | +4.2% |
| 3M | -0.2% | -18.8% | +18.7% | +0.1% |
| 6M | -0.6% | +10.5% | -11.1% | -0.9% |
| YTD | +0.3% | -3.4% | +3.7% | +0.1% |
| 1Y | +0.8% | +19.7% | -18.9% | +0.3% |
| 3Y | +12.0% | +381.6% | -369.6% | +9.1% |
| 5Y | +3.4% | -17.6% | +21.0% | +0.6% |
| All | +4.8% | -52.0% | +56.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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