+75.3%
MUB vs GEN
+348.8%
-273.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +0.6% | +1.0% | -0.4% | +0.6% |
| 30D | +3.4% | +29.1% | -25.7% | +3.2% |
| 3M | -0.7% | +2.9% | -3.6% | -0.8% |
| 6M | -1.0% | +33.6% | -34.6% | -1.2% |
| YTD | 0.0% | +12.0% | -12.1% | -0.2% |
| 1Y | +0.4% | +16.2% | -15.8% | +0.2% |
| 3Y | +10.5% | +65.1% | -54.6% | +10.0% |
| 5Y | +3.1% | +33.3% | -30.2% | +2.7% |
| 10Y | +22.0% | +149.7% | -127.6% | +21.3% |
| All | +75.3% | +348.8% | -273.6% | +73.5% |
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