+75.9%
MUB vs M
+45.7%
+30.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.1% |
| 7D | +0.7% | -4.3% | +5.0% | +0.7% |
| 30D | +4.4% | +1.3% | +3.1% | +4.3% |
| 3M | -0.2% | -7.4% | +7.2% | -0.1% |
| 6M | -0.6% | +18.3% | -18.9% | -0.8% |
| YTD | +0.3% | +7.6% | -7.2% | +0.2% |
| 1Y | +0.8% | +17.4% | -16.6% | +0.6% |
| 3Y | +12.0% | +108.4% | -96.3% | +11.1% |
| 5Y | +3.4% | -10.6% | +14.1% | +3.0% |
| 10Y | +20.7% | -3.2% | +23.8% | +18.4% |
| All | +75.9% | +45.7% | +30.2% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling