+75.9%
MUB vs FFIV
+719.1%
-643.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.7% | -8.1% | +8.8% | +0.8% |
| 30D | +4.4% | -33.4% | +37.8% | +4.7% |
| 3M | -0.2% | -24.7% | +24.6% | 0.0% |
| 6M | -0.6% | -8.8% | +8.2% | -0.6% |
| YTD | +0.3% | +21.8% | -21.4% | +0.1% |
| 1Y | +0.8% | +25.3% | -24.5% | +0.5% |
| 3Y | +12.0% | +101.2% | -89.1% | +11.2% |
| 5Y | +3.4% | +40.2% | -36.8% | +2.9% |
| 10Y | +20.7% | +129.0% | -108.3% | +19.3% |
| All | +75.9% | +719.1% | -643.2% | +70.2% |
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