+22.8%
MUB vs MDY
+165.3%
-142.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -1.3% | +2.3% | -3.5% | -1.4% |
| 30D | +2.2% | +2.0% | +0.2% | +2.0% |
| 3M | -1.6% | -5.6% | +4.0% | -1.3% |
| 6M | -1.3% | +1.3% | -2.6% | -1.4% |
| YTD | -0.7% | +12.3% | -13.0% | -1.5% |
| 1Y | -0.2% | +15.8% | -16.0% | -1.2% |
| 3Y | +9.6% | +56.5% | -46.9% | +6.0% |
| 5Y | +2.6% | +35.1% | -32.6% | -0.1% |
| All | +22.8% | +165.3% | -142.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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