+2.6%
MUB vs FIVE
+16.7%
-14.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.3% | +2.7% | -3.9% | -1.3% |
| 30D | +2.2% | +12.7% | -10.5% | +2.0% |
| 3M | -1.6% | +2.1% | -3.7% | -1.7% |
| 6M | -1.3% | +17.5% | -18.7% | -1.5% |
| YTD | -0.7% | +31.0% | -31.6% | -1.0% |
| 1Y | -0.2% | +67.7% | -67.9% | -0.7% |
| 3Y | +9.6% | +43.4% | -33.7% | +9.1% |
| All | +2.6% | +16.7% | -14.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling