+73.9%
MUB vs GEN
+358.4%
-284.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -1.4% | +10.1% | -11.6% | -1.5% |
| 3M | -2.2% | +16.1% | -18.2% | -2.3% |
| 6M | -1.9% | +38.9% | -40.7% | -2.1% |
| YTD | -0.8% | +14.4% | -15.2% | -0.9% |
| 1Y | +2.7% | +5.9% | -3.1% | +2.7% |
| 3Y | +8.6% | +58.8% | -50.2% | +8.2% |
| 5Y | +2.0% | +24.7% | -22.6% | +1.7% |
| 10Y | +17.9% | +163.1% | -145.1% | +17.3% |
| All | +73.9% | +358.4% | -284.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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