+73.9%
MUB vs IRM
+1,017.9%
-943.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -1.4% | -8.1% | +6.7% | -1.2% |
| 3M | -2.2% | -9.7% | +7.5% | -1.9% |
| 6M | -1.9% | +10.0% | -11.9% | -2.2% |
| YTD | -0.8% | +43.0% | -43.8% | -1.8% |
| 1Y | +2.7% | +32.7% | -29.9% | +1.9% |
| 3Y | +8.6% | +102.7% | -94.1% | +6.3% |
| 5Y | +2.0% | +187.6% | -185.5% | -1.0% |
| 10Y | +17.9% | +420.1% | -402.2% | +12.3% |
| All | +73.9% | +1,017.9% | -943.9% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling