+1.5%
MUB vs SITM
+164.5%
-163.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.7% | +3.7% | -4.4% | -0.7% |
| 30D | -2.0% | -14.5% | +12.5% | -1.9% |
| 3M | -2.5% | -10.6% | +8.0% | -2.5% |
| 6M | -2.3% | +65.5% | -67.9% | -2.8% |
| YTD | -1.3% | +67.0% | -68.3% | -1.8% |
| 1Y | +1.1% | +138.6% | -137.5% | +0.4% |
| 3Y | +8.2% | +421.8% | -413.6% | +6.4% |
| 5Y | +1.5% | +172.4% | -171.0% | -0.6% |
| All | +1.5% | +164.5% | -163.0% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling