+1.5%
MUB vs FLR
+245.1%
-243.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.5% |
| 7D | -0.7% | -3.1% | +2.4% | -0.7% |
| 30D | -2.0% | +4.9% | -6.9% | -2.0% |
| 3M | -2.5% | +10.8% | -13.3% | -2.6% |
| 6M | -2.3% | +19.7% | -22.0% | -2.5% |
| YTD | -1.3% | +38.4% | -39.7% | -1.5% |
| 1Y | +1.1% | +34.7% | -33.6% | +0.9% |
| 3Y | +8.2% | +56.7% | -48.5% | +7.4% |
| 5Y | +1.5% | +241.6% | -240.2% | +0.7% |
| All | +1.5% | +245.1% | -243.6% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling