+16.8%
MUB vs EFV
+167.0%
-150.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | -2.0% | +0.8% | -1.1% |
| 30D | -2.8% | -0.2% | -2.6% | -2.7% |
| 3M | -3.1% | +9.1% | -12.2% | -3.8% |
| 6M | -2.9% | +11.7% | -14.6% | -3.8% |
| YTD | -2.0% | +17.0% | -19.1% | -3.4% |
| 1Y | 0.0% | +26.7% | -26.7% | -2.0% |
| 3Y | +7.4% | +90.2% | -82.7% | +1.6% |
| 5Y | +0.8% | +96.1% | -95.3% | -5.1% |
| All | +16.8% | +167.0% | -150.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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