+1.5%
MUB vs FND
-61.3%
+62.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -2.0% | -19.6% | +17.6% | -1.5% |
| 3M | -2.5% | -4.3% | +1.8% | -2.5% |
| 6M | -2.3% | -20.4% | +18.1% | -2.0% |
| YTD | -1.3% | -21.9% | +20.6% | -0.9% |
| 1Y | +1.1% | -45.2% | +46.3% | +2.3% |
| 3Y | +8.2% | -49.2% | +57.4% | +9.3% |
| 5Y | +1.5% | -61.8% | +63.3% | +1.4% |
| All | +1.5% | -61.3% | +62.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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