0.0%
MUB vs EME
-3.1%
+3.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.1% | +0.5% |
| 7D | +0.6% | -5.8% | +6.4% | +0.6% |
| 30D | +3.2% | -17.9% | +21.1% | +3.4% |
| 3M | -1.1% | -22.0% | +20.9% | -0.8% |
| 6M | -1.1% | -29.7% | +28.6% | -0.7% |
| YTD | -0.5% | +4.7% | -5.2% | -0.4% |
| 1Y | 0.0% | -2.1% | +2.1% | 0.0% |
| All | 0.0% | -3.1% | +3.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling