+17.8%
MUB vs DOC
-2.1%
+19.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -0.9% | -1.5% | +0.6% | -0.8% |
| 30D | -1.4% | -4.8% | +3.3% | -1.1% |
| 3M | -2.2% | +6.9% | -9.0% | -2.6% |
| 6M | -1.9% | +20.7% | -22.6% | -3.2% |
| YTD | -0.8% | +34.1% | -34.9% | -2.7% |
| 1Y | +2.7% | +22.6% | -19.9% | +1.2% |
| 3Y | +8.6% | +20.8% | -12.2% | +6.6% |
| 5Y | +2.0% | -24.9% | +26.9% | +3.0% |
| All | +17.8% | -2.1% | +19.9% | +14.2% |
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