+2.3%
MUB vs COMP
-31.2%
+33.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.9% | +1.4% | -2.2% | -0.9% |
| 30D | -1.4% | -13.3% | +11.9% | -1.2% |
| 3M | -2.2% | +41.1% | -43.3% | -2.7% |
| 6M | -1.9% | +17.2% | -19.1% | -2.3% |
| YTD | -0.8% | +5.2% | -6.0% | -1.1% |
| 1Y | +2.7% | +18.9% | -16.2% | +2.2% |
| 3Y | +8.6% | +215.9% | -207.3% | +6.0% |
| All | +2.3% | -31.2% | +33.5% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling