+73.9%
MUB vs ITOT
+627.8%
-553.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -1.5% | -1.1% | -0.4% | -1.5% |
| 3M | -1.9% | +3.9% | -5.8% | -2.1% |
| 6M | -1.7% | +14.7% | -16.5% | -2.2% |
| YTD | -0.8% | +13.3% | -14.1% | -1.3% |
| 1Y | +1.5% | +19.1% | -17.7% | +0.8% |
| 3Y | +8.8% | +77.3% | -68.6% | +6.4% |
| 5Y | +2.0% | +74.1% | -72.1% | -0.3% |
| 10Y | +18.0% | +293.1% | -275.2% | +12.7% |
| All | +73.9% | +627.8% | -553.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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