+74.5%
MUB vs DOC
+110.8%
-36.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.4% |
| 7D | +0.6% | +8.7% | -8.2% | +0.4% |
| 30D | +3.2% | +7.6% | -4.4% | +3.0% |
| 3M | -1.1% | -5.3% | +4.2% | -0.9% |
| 6M | -1.1% | +27.6% | -28.7% | -1.7% |
| YTD | -0.5% | +32.4% | -32.9% | -1.2% |
| 1Y | 0.0% | +22.9% | -22.9% | -0.6% |
| 3Y | +10.9% | +43.1% | -32.2% | +9.7% |
| 5Y | +2.9% | -21.4% | +24.2% | +2.9% |
| 10Y | +19.7% | +16.8% | +2.9% | +18.4% |
| All | +74.5% | +110.8% | -36.4% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling