+12.0%
MUB vs SFM
+18.5%
-6.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.1% |
| 7D | +0.7% | -1.2% | +1.9% | +0.7% |
| 30D | +4.4% | -24.8% | +29.1% | +4.5% |
| 3M | -0.2% | -43.7% | +43.5% | 0.0% |
| 6M | -0.6% | -37.3% | +36.7% | -0.5% |
| YTD | +0.3% | -38.4% | +38.7% | +0.5% |
| 1Y | +0.8% | -36.9% | +37.7% | +0.9% |
| 3Y | +12.0% | +20.7% | -8.7% | +14.4% |
| All | +12.0% | +18.5% | -6.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling