+73.9%
MUB vs DTE
+599.6%
-525.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | -1.5% | -1.9% | +0.3% | -1.4% |
| 3M | -1.9% | -3.3% | +1.4% | -1.8% |
| 6M | -1.7% | -7.1% | +5.4% | -1.3% |
| YTD | -0.8% | +8.1% | -8.9% | -1.3% |
| 1Y | +1.5% | +5.3% | -3.8% | +1.1% |
| 3Y | +8.8% | +48.2% | -39.4% | +6.1% |
| 5Y | +2.0% | +33.2% | -31.2% | -0.1% |
| 10Y | +18.0% | +137.5% | -119.5% | +11.1% |
| All | +73.9% | +599.6% | -525.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DTE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling