+17.6%
MUB vs IT
+88.4%
-70.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -0.7% | -9.1% | +8.4% | -0.5% |
| 30D | -2.0% | -12.2% | +10.2% | -1.8% |
| 3M | -2.5% | +7.8% | -10.3% | -2.8% |
| 6M | -2.3% | +2.0% | -4.3% | -2.5% |
| YTD | -1.3% | -32.7% | +31.4% | -0.7% |
| 1Y | +1.1% | -31.1% | +32.2% | +1.7% |
| 3Y | +8.2% | -52.1% | +60.3% | +9.4% |
| 5Y | +1.5% | -46.3% | +47.7% | +2.0% |
| 10Y | +17.6% | +91.4% | -73.8% | +13.4% |
| All | +17.6% | +88.4% | -70.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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