+8.8%
MUB vs IT
-51.4%
+60.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.1% |
| 7D | -0.3% | -9.1% | +8.8% | -0.2% |
| 30D | -1.5% | -7.0% | +5.5% | -1.5% |
| 3M | -1.9% | +7.6% | -9.6% | -2.0% |
| 6M | -1.7% | +2.1% | -3.8% | -1.8% |
| YTD | -0.8% | -31.6% | +30.8% | -0.4% |
| 1Y | +1.5% | -29.9% | +31.4% | +1.8% |
| 3Y | +8.8% | -51.3% | +60.0% | +8.5% |
| All | +8.8% | -51.4% | +60.1% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling