+11.3%
MUB vs EAT
+507.6%
-496.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.1% |
| 7D | +0.7% | -2.6% | +3.3% | +0.7% |
| 30D | +4.4% | +11.5% | -7.1% | +4.3% |
| 3M | -0.2% | -9.1% | +8.9% | -0.1% |
| 6M | -0.6% | +40.4% | -41.0% | -0.9% |
| YTD | +0.3% | +43.9% | -43.6% | 0.0% |
| 1Y | +0.8% | +101.9% | -101.2% | +0.1% |
| All | +11.3% | +507.6% | -496.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling