+34.5%
MUB vs FIVE
+822.5%
-788.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +4.4% | +17.7% | -13.3% | +4.1% |
| 3M | -0.4% | +4.0% | -4.4% | -0.5% |
| 6M | -0.9% | +2.6% | -3.5% | -1.0% |
| YTD | +0.1% | +27.6% | -27.5% | -0.5% |
| 1Y | +0.5% | +59.9% | -59.5% | -0.5% |
| 3Y | +11.7% | +35.8% | -24.1% | +10.5% |
| 5Y | +3.2% | +14.4% | -11.3% | +2.0% |
| 10Y | +20.3% | +576.1% | -555.8% | +15.9% |
| All | +34.5% | +822.5% | -788.0% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling