+17.8%
MUB vs FIVE
+477.5%
-459.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | -0.9% | +4.3% | -5.1% | -1.0% |
| 30D | -1.4% | +12.5% | -13.9% | -1.7% |
| 3M | -2.2% | +31.2% | -33.4% | -2.8% |
| 6M | -1.9% | +14.4% | -16.2% | -2.3% |
| YTD | -0.8% | +33.9% | -34.7% | -1.6% |
| 1Y | +2.7% | +65.1% | -62.3% | +1.3% |
| 3Y | +8.6% | +49.0% | -40.4% | +6.8% |
| 5Y | +2.0% | +30.3% | -28.3% | +0.2% |
| All | +17.8% | +477.5% | -459.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling