+16.2%
MUB vs NTR
+97.9%
-81.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | -2.4% | +16.8% | -19.2% | -2.7% |
| 3M | -2.8% | +20.7% | -23.6% | -3.2% |
| 6M | -2.2% | +0.5% | -2.8% | -2.3% |
| YTD | -1.6% | +29.2% | -30.8% | -2.3% |
| 1Y | 0.0% | +39.6% | -39.5% | -0.9% |
| 3Y | +7.9% | +37.9% | -30.0% | +6.8% |
| 5Y | +1.2% | +47.1% | -45.8% | -1.1% |
| All | +16.2% | +97.9% | -81.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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