+18.0%
MUB vs EQH
+226.9%
-208.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.7% | +1.1% | -1.8% | -0.7% |
| 30D | -2.0% | -1.1% | -0.9% | -1.9% |
| 3M | -2.5% | +25.0% | -27.6% | -3.2% |
| 6M | -2.3% | +33.9% | -36.2% | -3.2% |
| YTD | -1.3% | +11.6% | -12.9% | -1.7% |
| 1Y | +1.1% | +1.5% | -0.4% | +0.9% |
| 3Y | +8.2% | +96.7% | -88.5% | +5.3% |
| 5Y | +1.5% | +93.9% | -92.4% | -1.6% |
| All | +18.0% | +226.9% | -208.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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