+3.1%
MUB vs IRM
+181.9%
-178.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.6% | -5.1% | +5.7% | +0.8% |
| 30D | +3.4% | -3.3% | +6.7% | +3.5% |
| 3M | -0.7% | -8.2% | +7.5% | -0.4% |
| 6M | -1.0% | -12.8% | +11.8% | -0.6% |
| YTD | 0.0% | +36.6% | -36.6% | -1.5% |
| 1Y | +0.4% | +11.9% | -11.5% | -0.3% |
| 3Y | +10.5% | +105.1% | -94.6% | +6.4% |
| 5Y | +3.1% | +182.4% | -179.3% | -1.6% |
| All | +3.1% | +181.9% | -178.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling