+73.9%
MUB vs IT
+750.5%
-676.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +0.1% |
| 7D | -0.9% | -6.0% | +5.2% | -0.8% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | -2.2% | +13.1% | -15.2% | -2.3% |
| 6M | -1.9% | +11.7% | -13.6% | -2.0% |
| YTD | -0.8% | -26.1% | +25.3% | -0.6% |
| 1Y | +2.7% | -21.3% | +24.0% | +2.8% |
| 3Y | +8.6% | -46.7% | +55.3% | +8.9% |
| 5Y | +2.0% | -40.5% | +42.6% | +2.2% |
| 10Y | +17.9% | +103.9% | -86.0% | +17.3% |
| All | +73.9% | +750.5% | -676.5% | +74.9% |
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