+21.8%
MUB vs DRI
+363.8%
-341.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +0.7% | +2.8% | -2.1% | +0.6% |
| 30D | +4.4% | +13.3% | -8.9% | +3.9% |
| 3M | -0.2% | +8.2% | -8.3% | -0.4% |
| 6M | -0.6% | +17.5% | -18.2% | -1.2% |
| YTD | +0.3% | +26.9% | -26.6% | -0.5% |
| 1Y | +0.8% | +31.6% | -30.8% | -0.3% |
| 3Y | +12.0% | +67.0% | -54.9% | +9.7% |
| 5Y | +3.4% | +72.9% | -69.5% | +0.9% |
| All | +21.8% | +363.8% | -341.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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