+17.6%
MUB vs SM
+16.0%
+1.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.0% | +20.3% | -22.3% | -2.0% |
| 3M | -2.5% | +22.9% | -25.5% | -2.5% |
| 6M | -2.3% | +47.8% | -50.2% | -2.4% |
| YTD | -1.3% | +107.5% | -108.8% | -1.4% |
| 1Y | +1.1% | +51.7% | -50.6% | +1.1% |
| 3Y | +8.2% | -0.9% | +9.1% | +8.1% |
| 5Y | +1.5% | +112.2% | -110.8% | +1.3% |
| 10Y | +17.6% | +20.3% | -2.8% | +15.1% |
| All | +17.6% | +16.0% | +1.6% | +15.1% |
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