+73.9%
MUB vs DD
+203.2%
-129.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.9% | -3.5% | +2.7% | -0.8% |
| 30D | -1.4% | -10.3% | +8.9% | -1.3% |
| 3M | -2.2% | -7.5% | +5.4% | -2.1% |
| 6M | -1.9% | -8.0% | +6.1% | -1.8% |
| YTD | -0.8% | +10.5% | -11.2% | -0.9% |
| 1Y | +2.7% | +38.3% | -35.5% | +2.3% |
| 3Y | +8.6% | +42.5% | -33.9% | +8.0% |
| 5Y | +2.0% | +60.2% | -58.1% | +1.3% |
| 10Y | +17.9% | +68.9% | -50.9% | +15.8% |
| All | +73.9% | +203.2% | -129.3% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling