+2.6%
MUB vs EME
+410.0%
-407.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.4% |
| 7D | -1.3% | +8.4% | -9.6% | -1.3% |
| 30D | +2.2% | -11.5% | +13.7% | +2.3% |
| 3M | -1.6% | -20.6% | +19.0% | -1.5% |
| 6M | -1.3% | -28.5% | +27.2% | -1.0% |
| YTD | -0.7% | +8.0% | -8.7% | -0.8% |
| 1Y | -0.2% | +6.8% | -7.0% | -0.3% |
| 3Y | +9.6% | +213.9% | -204.3% | +7.4% |
| All | +2.6% | +410.0% | -407.4% | -1.5% |
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