+22.8%
MUB vs M
-7.1%
+29.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -1.3% | +7.0% | -8.3% | -1.3% |
| 30D | +2.2% | +8.9% | -6.7% | +2.1% |
| 3M | -1.6% | +4.5% | -6.1% | -1.7% |
| 6M | -1.3% | +36.2% | -37.5% | -1.6% |
| YTD | -0.7% | +15.1% | -15.8% | -0.9% |
| 1Y | -0.2% | +27.4% | -27.6% | -0.5% |
| 3Y | +9.6% | +160.1% | -150.5% | +8.3% |
| 5Y | +2.6% | -1.6% | +4.1% | +1.9% |
| All | +22.8% | -7.1% | +29.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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