+22.8%
MUB vs SFM
+140.2%
-117.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -1.3% | +6.0% | -7.3% | -1.4% |
| 30D | +2.2% | -19.5% | +21.6% | +2.4% |
| 3M | -1.6% | -37.0% | +35.4% | -1.1% |
| 6M | -1.3% | -41.0% | +39.7% | -0.7% |
| YTD | -0.7% | -34.6% | +34.0% | -0.2% |
| 1Y | -0.2% | -36.3% | +36.1% | +0.3% |
| 3Y | +9.6% | +24.5% | -14.9% | +8.3% |
| 5Y | +2.6% | +115.9% | -113.3% | -0.3% |
| All | +22.8% | +140.2% | -117.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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