+74.1%
MUB vs FLR
-10.1%
+84.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -1.3% | +5.4% | -6.6% | -1.3% |
| 30D | +2.2% | +2.8% | -0.7% | +2.2% |
| 3M | -1.6% | -6.4% | +4.8% | -1.6% |
| 6M | -1.3% | +8.8% | -10.0% | -1.3% |
| YTD | -0.7% | +23.6% | -24.3% | -0.7% |
| 1Y | -0.2% | +13.8% | -14.0% | -0.2% |
| 3Y | +9.6% | +36.5% | -26.8% | +9.5% |
| 5Y | +2.6% | +119.3% | -116.8% | +2.4% |
| 10Y | +21.5% | +8.0% | +13.5% | +20.5% |
| All | +74.1% | -10.1% | +84.3% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling