+73.9%
MUB vs FFIV
+928.9%
-855.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -0.9% | -1.0% | +0.1% | -0.8% |
| 30D | -1.4% | -5.1% | +3.6% | -1.4% |
| 3M | -2.2% | -4.5% | +2.3% | -2.1% |
| 6M | -1.9% | +36.5% | -38.4% | -2.2% |
| YTD | -0.8% | +53.0% | -53.7% | -1.2% |
| 1Y | +2.7% | +24.2% | -21.5% | +2.5% |
| 3Y | +8.6% | +137.2% | -128.6% | +7.7% |
| 5Y | +2.0% | +91.8% | -89.7% | +1.2% |
| 10Y | +17.9% | +215.2% | -197.3% | +16.3% |
| All | +73.9% | +928.9% | -855.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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