+22.8%
MUB vs EAT
+320.8%
-298.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -1.3% | -4.0% | +2.7% | -1.2% |
| 30D | +2.2% | -2.9% | +5.1% | +2.2% |
| 3M | -1.6% | -16.9% | +15.3% | -1.4% |
| 6M | -1.3% | +57.0% | -58.2% | -1.9% |
| YTD | -0.7% | +38.2% | -38.8% | -1.2% |
| 1Y | -0.2% | +69.3% | -69.5% | -1.0% |
| 3Y | +9.6% | +483.0% | -473.3% | +6.7% |
| 5Y | +2.6% | +364.1% | -361.6% | -0.3% |
| All | +22.8% | +320.8% | -298.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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