+73.9%
MUB vs MKTX
+1,169.8%
-1,095.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.5% | +1.0% | -2.5% | -1.5% |
| 3M | -1.9% | +41.3% | -43.2% | -2.2% |
| 6M | -1.7% | -11.3% | +9.6% | -1.6% |
| YTD | -0.8% | -8.6% | +7.8% | -0.7% |
| 1Y | +1.5% | -11.1% | +12.5% | +1.5% |
| 3Y | +8.8% | -24.5% | +33.3% | +8.9% |
| 5Y | +2.0% | -61.4% | +63.4% | +2.5% |
| 10Y | +18.0% | +6.8% | +11.1% | +18.2% |
| All | +73.9% | +1,169.8% | -1,095.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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