+22.0%
MUB vs ED
+136.7%
-114.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +0.6% | +2.1% | -1.5% | +0.5% |
| 30D | +3.4% | +12.4% | -9.0% | +2.7% |
| 3M | -0.7% | +13.1% | -13.8% | -1.4% |
| 6M | -1.0% | +14.1% | -15.0% | -1.8% |
| YTD | 0.0% | +23.1% | -23.1% | -1.3% |
| 1Y | +0.4% | +25.4% | -25.1% | -1.0% |
| 3Y | +10.5% | +47.9% | -37.4% | +7.7% |
| 5Y | +3.1% | +81.9% | -78.8% | -0.9% |
| 10Y | +22.0% | +141.3% | -119.2% | +14.7% |
| All | +22.0% | +136.7% | -114.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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