+7.4%
MUB vs SITM
+4,532.8%
-4,525.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -1.2% | +4.8% | -6.1% | -1.3% |
| 30D | -2.8% | -9.7% | +7.0% | -2.7% |
| 3M | -3.1% | -9.3% | +6.3% | -3.1% |
| 6M | -2.9% | +69.5% | -72.4% | -3.8% |
| YTD | -2.0% | +70.5% | -72.5% | -3.0% |
| 1Y | 0.0% | +145.3% | -145.3% | -1.6% |
| 3Y | +7.4% | +432.8% | -425.4% | +3.7% |
| 5Y | +0.8% | +174.0% | -173.2% | -2.9% |
| All | +7.4% | +4,532.8% | -4,525.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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