+23.3%
MUB vs IT
+88.7%
-65.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.8% | -3.7% | +2.8% | -0.8% |
| 30D | +2.4% | -3.1% | +5.5% | +2.4% |
| 3M | -1.1% | +6.3% | -7.4% | -1.3% |
| 6M | -1.0% | +24.8% | -25.8% | -1.6% |
| YTD | -0.3% | -24.4% | +24.1% | +0.1% |
| 1Y | 0.0% | -17.1% | +17.1% | +0.1% |
| 3Y | +10.2% | -53.6% | +63.8% | +11.6% |
| 5Y | +2.9% | -42.5% | +45.4% | +3.3% |
| All | +23.3% | +88.7% | -65.4% | +18.2% |
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