+41.3%
MUB vs SFM
+40.3%
+1.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -0.2% | -43.7% | +43.5% | +0.3% |
| 6M | -0.6% | -37.3% | +36.7% | -0.3% |
| YTD | +0.3% | -38.4% | +38.7% | +0.7% |
| 1Y | +0.8% | -36.9% | +37.7% | +1.1% |
| 3Y | +12.0% | +20.7% | -8.7% | +11.3% |
| 5Y | +3.4% | +103.5% | -100.0% | +2.0% |
| 10Y | +20.7% | +139.7% | -119.1% | +18.2% |
| All | +41.3% | +40.3% | +1.0% | +37.7% |
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