+39.8%
MUB vs SFM
+132.6%
-92.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | 0.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.4% | -4.4% | +3.0% | -1.4% |
| 3M | -2.2% | +1.5% | -3.7% | -2.2% |
| 6M | -1.9% | +6.5% | -8.4% | -2.0% |
| YTD | -0.8% | +2.2% | -2.9% | -0.9% |
| 1Y | +2.7% | -41.9% | +44.6% | +3.2% |
| 3Y | +8.6% | +106.8% | -98.2% | +7.4% |
| 5Y | +2.0% | +231.6% | -229.5% | +0.2% |
| 10Y | +17.9% | +258.4% | -240.5% | +15.0% |
| All | +39.8% | +132.6% | -92.8% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling