+33.4%
MUB vs FIVE
+868.1%
-834.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | -0.9% | +4.3% | -5.1% | -0.9% |
| 30D | -1.4% | +12.5% | -13.9% | -1.6% |
| 3M | -2.2% | +31.2% | -33.4% | -2.6% |
| 6M | -1.9% | +14.4% | -16.2% | -2.2% |
| YTD | -0.8% | +33.9% | -34.7% | -1.4% |
| 1Y | +2.7% | +65.1% | -62.3% | +1.7% |
| 3Y | +8.6% | +49.0% | -40.4% | +7.2% |
| 5Y | +2.0% | +30.3% | -28.3% | +0.6% |
| 10Y | +17.9% | +481.1% | -463.2% | +13.3% |
| All | +33.4% | +868.1% | -834.8% | +29.2% |
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