+73.9%
MUB vs EME
+2,675.4%
-2,601.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.9% | +1.9% | -2.7% | -0.9% |
| 30D | -1.4% | -8.3% | +6.9% | -1.4% |
| 3M | -2.2% | -10.7% | +8.6% | -2.1% |
| 6M | -1.9% | +1.9% | -3.8% | -1.9% |
| YTD | -0.8% | +23.5% | -24.2% | -0.9% |
| 1Y | +2.7% | +18.0% | -15.2% | +2.6% |
| 3Y | +8.6% | +236.1% | -227.5% | +7.5% |
| 5Y | +2.0% | +527.9% | -525.8% | +0.6% |
| 10Y | +17.9% | +1,252.8% | -1,234.8% | +15.7% |
| All | +73.9% | +2,675.4% | -2,601.4% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling