+22.8%
MUB vs DRI
+331.7%
-308.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -1.3% | +1.1% | -2.3% | -1.3% |
| 30D | +2.2% | +9.7% | -7.5% | +1.9% |
| 3M | -1.6% | +3.2% | -4.8% | -1.8% |
| 6M | -1.3% | +20.6% | -21.8% | -1.9% |
| YTD | -0.7% | +28.3% | -28.9% | -1.6% |
| 1Y | -0.2% | +34.5% | -34.7% | -1.3% |
| 3Y | +9.6% | +66.5% | -56.9% | +7.4% |
| 5Y | +2.6% | +79.6% | -77.1% | -0.1% |
| All | +22.8% | +331.7% | -308.9% | +12.6% |
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