+18.2%
MUB vs DRI
+355.9%
-337.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -1.9% | +9.5% | -11.4% | -2.2% |
| 6M | -1.7% | +6.5% | -8.2% | -2.0% |
| YTD | -0.8% | +18.4% | -19.2% | -1.4% |
| 1Y | +1.5% | +4.2% | -2.7% | +1.2% |
| 3Y | +8.8% | +57.1% | -48.3% | +6.8% |
| 5Y | +2.0% | +70.4% | -68.4% | -0.4% |
| All | +18.2% | +355.9% | -337.8% | +11.2% |
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