+8.9%
MUB vs FDS
-27.1%
+36.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.8% |
| 30D | -1.4% | +9.0% | -10.4% | -1.6% |
| 3M | -2.2% | +18.9% | -21.0% | -2.5% |
| 6M | -1.9% | +35.1% | -37.0% | -2.5% |
| YTD | -0.8% | +5.5% | -6.3% | -0.8% |
| 1Y | +2.7% | -16.8% | +19.6% | +3.6% |
| All | +8.9% | -27.1% | +36.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling