+73.9%
MUB vs MTB
+311.8%
-237.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | -1.4% | -4.2% | +2.8% | -1.4% |
| 3M | -2.2% | +8.9% | -11.0% | -2.2% |
| 6M | -1.9% | +10.9% | -12.8% | -1.9% |
| YTD | -0.8% | +21.5% | -22.3% | -0.8% |
| 1Y | +2.7% | +21.9% | -19.2% | +2.7% |
| 3Y | +8.6% | +109.2% | -100.7% | +8.5% |
| 5Y | +2.0% | +102.0% | -99.9% | +2.0% |
| 10Y | +17.9% | +171.9% | -154.0% | +17.7% |
| All | +73.9% | +311.8% | -237.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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