+73.9%
MUB vs MDY
+458.9%
-385.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.4% | -1.5% | +0.1% | -1.4% |
| 3M | -2.2% | +0.8% | -2.9% | -2.2% |
| 6M | -1.9% | +7.4% | -9.3% | -2.1% |
| YTD | -0.8% | +15.2% | -16.0% | -1.2% |
| 1Y | +2.7% | +16.5% | -13.8% | +2.2% |
| 3Y | +8.6% | +46.8% | -38.2% | +7.2% |
| 5Y | +2.0% | +46.0% | -44.0% | +0.6% |
| 10Y | +17.9% | +172.1% | -154.1% | +14.0% |
| All | +73.9% | +458.9% | -385.0% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling