+17.3%
MUB vs IDXX
+360.5%
-343.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -0.8% | -5.7% | +4.9% | -0.6% |
| 30D | -2.4% | -11.5% | +9.2% | -2.0% |
| 3M | -2.8% | -9.5% | +6.7% | -2.6% |
| 6M | -2.2% | -16.0% | +13.7% | -1.7% |
| YTD | -1.6% | -25.4% | +23.8% | -0.8% |
| 1Y | 0.0% | -21.8% | +21.8% | +0.7% |
| 3Y | +7.9% | +7.0% | +0.8% | +6.8% |
| 5Y | +1.2% | -26.0% | +27.2% | +1.1% |
| All | +17.3% | +360.5% | -343.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling