+75.9%
MUB vs ED
+467.3%
-391.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +4.4% | +13.3% | -8.9% | +3.7% |
| 3M | -0.2% | +9.7% | -9.9% | -0.6% |
| 6M | -0.6% | +12.8% | -13.4% | -1.2% |
| YTD | +0.3% | +22.3% | -22.0% | -0.7% |
| 1Y | +0.8% | +26.3% | -25.5% | -0.5% |
| 3Y | +12.0% | +45.0% | -33.0% | +9.8% |
| 5Y | +3.4% | +80.2% | -76.7% | +0.2% |
| 10Y | +20.7% | +129.9% | -109.2% | +15.3% |
| All | +75.9% | +467.3% | -391.4% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling