+10.3%
MUB vs FLR
+39.7%
-29.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.6% | +5.1% | -4.5% | +0.6% |
| 30D | +3.4% | -0.5% | +3.9% | +3.4% |
| 3M | -0.7% | -3.5% | +2.8% | -0.7% |
| 6M | -1.0% | +16.5% | -17.4% | -1.0% |
| YTD | 0.0% | +27.3% | -27.3% | 0.0% |
| 1Y | +0.4% | +10.6% | -10.3% | +0.3% |
| All | +10.3% | +39.7% | -29.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling