+1.2%
MUB vs ET
+241.8%
-240.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 6M | -2.2% | +18.9% | -21.1% | -2.4% |
| YTD | -1.6% | +37.7% | -39.3% | -1.9% |
| 1Y | 0.0% | +32.4% | -32.4% | -0.2% |
| 3Y | +7.9% | +99.5% | -91.6% | +7.0% |
| All | +1.2% | +241.8% | -240.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling