+2.0%
MUB vs SFM
+219.5%
-217.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -0.3% | -5.8% | +5.5% | -0.3% |
| 30D | -1.5% | -11.4% | +9.8% | -1.5% |
| 3M | -1.9% | -12.2% | +10.3% | -1.9% |
| 6M | -1.7% | -5.2% | +3.5% | -1.7% |
| YTD | -0.8% | -4.5% | +3.7% | -0.8% |
| 1Y | +1.5% | -45.4% | +46.9% | +1.9% |
| 3Y | +8.8% | +91.1% | -82.3% | +7.8% |
| 5Y | +2.0% | +226.8% | -224.8% | +0.6% |
| All | +2.0% | +219.5% | -217.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling