+18.6%
MUB vs REPL
+35.1%
-16.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.9% | +0.1% |
| 7D | +0.7% | +22.8% | -22.1% | +0.6% |
| 30D | +4.4% | +63.8% | -59.4% | +4.2% |
| 3M | -0.2% | +68.1% | -68.3% | -0.4% |
| 6M | -0.6% | +528.5% | -529.1% | -1.6% |
| YTD | +0.3% | +122.4% | -122.1% | -0.4% |
| 1Y | +0.8% | +154.4% | -153.6% | -0.1% |
| 3Y | +12.0% | +68.0% | -56.0% | +9.7% |
| 5Y | +3.4% | -35.4% | +38.8% | +2.1% |
| All | +18.6% | +35.1% | -16.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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