0.0%
MUB vs FTV
+31.4%
-31.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.8% | +3.7% | -4.5% | -0.9% |
| 30D | +2.4% | +16.8% | -14.4% | +1.9% |
| 3M | -1.1% | +10.4% | -11.5% | -1.5% |
| 6M | -1.0% | +12.8% | -13.8% | -1.5% |
| YTD | -0.3% | +23.3% | -23.6% | -0.9% |
| 1Y | 0.0% | +31.0% | -31.0% | -0.8% |
| All | 0.0% | +31.4% | -31.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling