+16.8%
MUB vs DD
+67.0%
-50.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -1.2% | -2.9% | +1.7% | -1.2% |
| 30D | -2.8% | -11.5% | +8.7% | -2.4% |
| 3M | -3.1% | -5.4% | +2.4% | -2.9% |
| 6M | -2.9% | -6.9% | +4.0% | -2.7% |
| YTD | -2.0% | +6.9% | -8.9% | -2.3% |
| 1Y | 0.0% | +35.6% | -35.7% | -1.0% |
| 3Y | +7.4% | +42.5% | -35.1% | +5.9% |
| 5Y | +0.8% | +58.5% | -57.7% | -1.2% |
| All | +16.8% | +67.0% | -50.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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