+76.2%
MUB vs IT
+780.5%
-704.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.3% |
| 7D | +0.4% | -6.8% | +7.3% | +0.5% |
| 30D | +3.9% | -0.6% | +4.5% | +3.9% |
| 3M | -0.2% | +3.1% | -3.3% | -0.3% |
| 6M | -0.4% | +25.5% | -25.9% | -0.6% |
| YTD | +0.5% | -23.5% | +24.0% | +0.6% |
| 1Y | +0.7% | -16.6% | +17.3% | +0.7% |
| 3Y | +11.1% | -53.1% | +64.2% | +11.6% |
| 5Y | +3.7% | -41.4% | +45.2% | +3.9% |
| 10Y | +22.9% | +90.9% | -68.0% | +22.2% |
| All | +76.2% | +780.5% | -704.3% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling