+73.9%
MUB vs MLM
+386.3%
-312.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.9% | -2.9% | +2.1% | -0.8% |
| 30D | -1.4% | -6.8% | +5.4% | -1.3% |
| 3M | -2.2% | -11.2% | +9.1% | -2.0% |
| 6M | -1.9% | -21.8% | +20.0% | -1.6% |
| YTD | -0.8% | -17.0% | +16.2% | -0.6% |
| 1Y | +2.7% | -16.4% | +19.1% | +2.9% |
| 3Y | +8.6% | +14.5% | -5.9% | +8.3% |
| 5Y | +2.0% | +41.7% | -39.7% | +1.5% |
| 10Y | +17.9% | +200.0% | -182.1% | +16.6% |
| All | +73.9% | +386.3% | -312.4% | +71.9% |
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