+17.6%
MUB vs FTV
+127.6%
-109.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | +3.9% | -5.2% | -1.4% |
| 30D | +2.2% | +18.7% | -16.5% | +1.5% |
| 3M | -1.6% | +10.0% | -11.6% | -2.0% |
| 6M | -1.3% | +14.6% | -15.8% | -1.8% |
| YTD | -0.7% | +23.4% | -24.1% | -1.5% |
| 1Y | -0.2% | +31.3% | -31.5% | -1.3% |
| 3Y | +9.6% | +39.8% | -30.2% | +7.9% |
| 5Y | +2.6% | +17.7% | -15.1% | +1.4% |
| 10Y | +21.5% | +110.2% | -88.8% | +17.0% |
| All | +17.6% | +127.6% | -109.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling