+73.9%
MUB vs ED
+413.3%
-339.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -2.2% | +3.9% | -6.1% | -2.4% |
| 6M | -1.9% | -3.0% | +1.2% | -1.8% |
| YTD | -0.8% | +10.7% | -11.5% | -1.3% |
| 1Y | +2.7% | +13.3% | -10.6% | +2.0% |
| 3Y | +8.6% | +34.5% | -25.9% | +6.8% |
| 5Y | +2.0% | +67.1% | -65.1% | -0.8% |
| 10Y | +17.9% | +103.0% | -85.1% | +13.3% |
| All | +73.9% | +413.3% | -339.4% | +60.0% |
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