+20.3%
MUB vs DOC
+14.9%
+5.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | +0.9% | +6.2% | -5.3% | +0.5% |
| 30D | +3.8% | +6.5% | -2.7% | +3.3% |
| 3M | -0.7% | -6.2% | +5.6% | -0.3% |
| 6M | -0.8% | +25.6% | -26.4% | -2.3% |
| YTD | 0.0% | +32.1% | -32.1% | -2.0% |
| 1Y | +0.6% | +20.3% | -19.7% | -0.8% |
| 3Y | +11.4% | +42.7% | -31.4% | +8.1% |
| 5Y | +3.1% | -22.2% | +25.2% | +3.7% |
| All | +20.3% | +14.9% | +5.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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