+22.0%
MUB vs SM
+4.2%
+17.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.4% |
| 7D | +0.6% | -19.5% | +20.1% | +0.6% |
| 30D | +3.4% | -20.2% | +23.6% | +3.4% |
| 3M | -0.7% | -6.5% | +5.8% | -0.7% |
| 6M | -1.0% | +1.6% | -2.5% | -1.0% |
| YTD | 0.0% | +61.2% | -61.3% | -0.1% |
| 1Y | +0.4% | +65.4% | -65.0% | +0.3% |
| 3Y | +10.5% | -13.0% | +23.5% | +10.4% |
| 5Y | +3.1% | -4.3% | +7.4% | +3.0% |
| 10Y | +22.0% | +3.0% | +19.0% | +19.5% |
| All | +22.0% | +4.2% | +17.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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