+73.9%
MUB vs EAT
+1,055.0%
-981.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -1.4% | +1.9% | -3.3% | -1.4% |
| 3M | -2.2% | +68.7% | -70.8% | -2.6% |
| 6M | -1.9% | +66.9% | -68.8% | -2.4% |
| YTD | -0.8% | +60.4% | -61.2% | -1.2% |
| 1Y | +2.7% | +44.0% | -41.3% | +2.3% |
| 3Y | +8.6% | +604.7% | -596.1% | +6.5% |
| 5Y | +2.0% | +347.0% | -345.0% | +0.2% |
| 10Y | +17.9% | +390.8% | -372.8% | +14.2% |
| All | +73.9% | +1,055.0% | -981.1% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling