+2.1%
MUB vs MULL
+2,337.2%
-2,335.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -0.8% | -8.4% | +7.6% | -0.8% |
| 30D | -2.4% | +9.7% | -12.1% | -2.4% |
| 3M | -2.8% | -26.8% | +23.9% | -2.9% |
| 6M | -2.2% | +220.7% | -222.9% | -3.2% |
| YTD | -1.6% | +509.0% | -510.6% | -2.9% |
| 1Y | 0.0% | +1,739.5% | -1,739.5% | -2.0% |
| All | +2.1% | +2,337.2% | -2,335.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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