+16.6%
MUB vs NTR
+103.7%
-87.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | -2.0% | +21.7% | -23.7% | -2.4% |
| 3M | -2.5% | +22.8% | -25.3% | -3.0% |
| 6M | -2.3% | +8.2% | -10.6% | -2.6% |
| YTD | -1.3% | +32.9% | -34.2% | -2.0% |
| 1Y | +1.1% | +45.3% | -44.2% | +0.1% |
| 3Y | +8.2% | +41.7% | -33.5% | +7.0% |
| 5Y | +1.5% | +49.8% | -48.4% | -0.8% |
| All | +16.6% | +103.7% | -87.1% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling