+0.8%
MUB vs EME
+540.8%
-540.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.2% | +0.9% | -2.2% | -1.2% |
| 30D | -2.8% | -8.4% | +5.6% | -2.7% |
| 3M | -3.1% | -3.6% | +0.6% | -3.0% |
| 6M | -2.9% | +3.6% | -6.4% | -2.9% |
| YTD | -2.0% | +22.5% | -24.5% | -2.2% |
| 1Y | 0.0% | +18.2% | -18.2% | -0.2% |
| 3Y | +7.4% | +238.4% | -231.0% | +5.3% |
| 5Y | +0.8% | +550.5% | -549.7% | -2.7% |
| All | +0.8% | +540.8% | -540.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling