+17.3%
MUB vs MTCH
+208.0%
-190.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.4% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -2.4% | +15.9% | -18.3% | -2.7% |
| 3M | -2.8% | +23.3% | -26.1% | -3.3% |
| 6M | -2.2% | +40.1% | -42.4% | -2.9% |
| YTD | -1.6% | +33.6% | -35.2% | -2.2% |
| 1Y | 0.0% | +14.1% | -14.0% | -0.3% |
| 3Y | +7.9% | +1.4% | +6.5% | +7.4% |
| 5Y | +1.2% | -73.1% | +74.4% | +3.0% |
| All | +17.3% | +208.0% | -190.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling