+75.2%
MUB vs MLM
+398.7%
-323.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.5% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +3.8% | +7.9% | -4.2% | +3.6% |
| 3M | -0.7% | -4.5% | +3.8% | -0.6% |
| 6M | -0.8% | -12.6% | +11.9% | -0.6% |
| YTD | 0.0% | -14.9% | +14.8% | +0.1% |
| 1Y | +0.6% | -13.1% | +13.7% | +0.7% |
| 3Y | +11.4% | +21.2% | -9.9% | +11.0% |
| 5Y | +3.1% | +32.0% | -28.9% | +2.6% |
| 10Y | +20.2% | +195.3% | -175.1% | +18.7% |
| All | +75.2% | +398.7% | -323.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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