+2.3%
MUB vs DAR
-11.0%
+13.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.9% | +1.4% | -2.2% | -0.9% |
| 30D | -1.4% | +12.8% | -14.2% | -1.5% |
| 3M | -2.2% | +7.4% | -9.5% | -2.2% |
| 6M | -1.9% | +22.3% | -24.1% | -2.0% |
| YTD | -0.8% | +81.1% | -81.9% | -1.2% |
| 1Y | +2.7% | +106.5% | -103.8% | +2.2% |
| 3Y | +8.6% | +5.3% | +3.3% | +8.2% |
| All | +2.3% | -11.0% | +13.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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