+71.7%
MUB vs NYT
+276.3%
-204.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | -2.8% | +4.5% | -7.2% | -2.8% |
| 3M | -3.1% | -8.5% | +5.5% | -3.0% |
| 6M | -2.9% | -15.1% | +12.2% | -2.8% |
| YTD | -2.0% | -3.3% | +1.3% | -2.0% |
| 1Y | 0.0% | +17.0% | -17.0% | -0.1% |
| 3Y | +7.4% | +55.7% | -48.2% | +7.2% |
| 5Y | +0.8% | +38.9% | -38.1% | +0.5% |
| 10Y | +16.7% | +485.3% | -468.6% | +17.2% |
| All | +71.7% | +276.3% | -204.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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