+4.1%
MUB vs COMP
-52.8%
+56.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -0.8% | +8.9% | -9.7% | -1.0% |
| 30D | +2.4% | +14.0% | -11.5% | +2.2% |
| 3M | -1.1% | -21.1% | +20.0% | -0.9% |
| 6M | -1.0% | +20.1% | -21.1% | -1.4% |
| YTD | -0.3% | -5.0% | +4.7% | -0.5% |
| 1Y | 0.0% | +5.7% | -5.7% | -0.4% |
| 3Y | +10.2% | +412.2% | -402.1% | +7.2% |
| 5Y | +2.9% | -12.1% | +15.0% | +0.2% |
| All | +4.1% | -52.8% | +56.8% | +1.6% |
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