+73.9%
MUB vs PTC
+699.0%
-625.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.1% | +0.1% |
| 7D | -0.9% | -10.3% | +9.4% | -0.7% |
| 30D | -1.4% | +1.1% | -2.6% | -1.4% |
| 3M | -2.2% | +1.6% | -3.8% | -2.2% |
| 6M | -1.9% | -13.5% | +11.6% | -1.8% |
| YTD | -0.8% | -19.1% | +18.3% | -0.6% |
| 1Y | +2.7% | -33.9% | +36.6% | +3.1% |
| 3Y | +8.6% | -3.9% | +12.5% | +8.5% |
| 5Y | +2.0% | +6.0% | -4.0% | +1.7% |
| 10Y | +17.9% | +223.7% | -205.8% | +16.7% |
| All | +73.9% | +699.0% | -625.1% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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