+27.5%
MUB vs FCUV
-87.2%
+114.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | 0.0% |
| 7D | -0.9% | +62.8% | -63.7% | -0.9% |
| 30D | -1.4% | +66.5% | -67.9% | -1.4% |
| 3M | -2.2% | +459.9% | -462.1% | -2.1% |
| 6M | -1.9% | -12.4% | +10.5% | -1.9% |
| YTD | -0.8% | -47.5% | +46.8% | -0.8% |
| 1Y | +2.7% | -80.5% | +83.2% | +2.8% |
| 3Y | +8.6% | -97.6% | +106.2% | +8.6% |
| 5Y | +2.0% | -99.5% | +101.6% | +2.1% |
| 10Y | +17.9% | -95.8% | +113.7% | +17.9% |
| All | +27.5% | -87.2% | +114.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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