+17.3%
MUB vs ET
+177.0%
-159.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.4% |
| 7D | -0.8% | +0.2% | -1.1% | -0.8% |
| 30D | -2.4% | +2.9% | -5.2% | -2.4% |
| 3M | -2.8% | +16.8% | -19.6% | -2.9% |
| 6M | -2.2% | +18.9% | -21.1% | -2.3% |
| YTD | -1.6% | +37.7% | -39.3% | -1.8% |
| 1Y | 0.0% | +32.4% | -32.4% | -0.1% |
| 3Y | +7.9% | +99.5% | -91.6% | +7.4% |
| 5Y | +1.2% | +244.0% | -242.7% | +0.5% |
| All | +17.3% | +177.0% | -159.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling