+22.0%
MUB vs SBAC
+103.9%
-81.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +0.6% | +3.6% | -3.0% | +0.4% |
| 30D | +3.4% | +4.9% | -1.5% | +3.1% |
| 3M | -0.7% | +6.5% | -7.2% | -1.1% |
| 6M | -1.0% | -11.1% | +10.2% | -0.5% |
| YTD | 0.0% | +0.9% | -0.9% | -0.4% |
| 1Y | +0.4% | -1.6% | +1.9% | +0.1% |
| 3Y | +10.5% | -7.0% | +17.5% | +10.2% |
| 5Y | +3.1% | -39.2% | +42.3% | +4.7% |
| 10Y | +22.0% | +111.4% | -89.3% | +17.0% |
| All | +22.0% | +103.9% | -81.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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