+73.9%
MUB vs ES
+403.1%
-329.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -1.4% | -2.0% | +0.5% | -1.3% |
| 3M | -2.2% | +1.7% | -3.8% | -2.3% |
| 6M | -1.9% | -3.5% | +1.7% | -1.8% |
| YTD | -0.8% | +7.9% | -8.7% | -1.2% |
| 1Y | +2.7% | +17.2% | -14.4% | +1.8% |
| 3Y | +8.6% | +29.3% | -20.7% | +6.7% |
| 5Y | +2.0% | -5.7% | +7.8% | +1.6% |
| 10Y | +17.9% | +85.2% | -67.3% | +13.7% |
| All | +73.9% | +403.1% | -329.2% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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