+74.7%
MUB vs MDY
+445.7%
-371.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.8% | +3.0% | -3.9% | -0.9% |
| 30D | +2.4% | +0.8% | +1.6% | +2.4% |
| 3M | -1.1% | -5.1% | +4.0% | -1.0% |
| 6M | -1.0% | +1.2% | -2.2% | -1.0% |
| YTD | -0.3% | +12.5% | -12.8% | -0.7% |
| 1Y | 0.0% | +13.8% | -13.8% | -0.4% |
| 3Y | +10.2% | +56.4% | -46.3% | +8.6% |
| 5Y | +2.9% | +35.3% | -32.4% | +1.7% |
| 10Y | +21.9% | +167.7% | -145.8% | +17.9% |
| All | +74.7% | +445.7% | -371.0% | +65.1% |
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