+73.9%
MUB vs DRI
+963.9%
-890.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -0.9% | +0.6% | -1.4% | -0.9% |
| 30D | -1.4% | +3.8% | -5.3% | -1.5% |
| 3M | -2.2% | +13.0% | -15.2% | -2.4% |
| 6M | -1.9% | +8.3% | -10.2% | -2.1% |
| YTD | -0.8% | +20.6% | -21.4% | -1.2% |
| 1Y | +2.7% | +6.5% | -3.7% | +2.5% |
| 3Y | +8.6% | +53.7% | -45.1% | +7.4% |
| 5Y | +2.0% | +72.7% | -70.6% | +0.5% |
| 10Y | +17.9% | +363.2% | -345.2% | +12.7% |
| All | +73.9% | +963.9% | -890.0% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling