+73.9%
MUB vs ET
+804.1%
-730.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.5% | +6.9% | -8.4% | -1.6% |
| 3M | -1.9% | +13.1% | -15.0% | -2.0% |
| 6M | -1.7% | +18.7% | -20.4% | -1.8% |
| YTD | -0.8% | +37.4% | -38.2% | -1.0% |
| 1Y | +1.5% | +34.8% | -33.3% | +1.3% |
| 3Y | +8.8% | +96.8% | -88.0% | +8.3% |
| 5Y | +2.0% | +238.2% | -236.2% | +1.1% |
| 10Y | +18.0% | +159.4% | -141.5% | +16.7% |
| All | +73.9% | +804.1% | -730.2% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling