+3.5%
MUB vs SBAC
-40.3%
+43.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +4.4% | +11.2% | -6.8% | +3.8% |
| 3M | -0.2% | +4.5% | -4.6% | -0.4% |
| 6M | -0.6% | -12.2% | +11.6% | -0.1% |
| YTD | +0.3% | -0.1% | +0.5% | +0.1% |
| 1Y | +0.8% | -0.3% | +1.0% | +0.5% |
| 3Y | +12.0% | -8.7% | +20.7% | +11.9% |
| All | +3.5% | -40.3% | +43.9% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling