+0.4%
MUB vs SM
+64.7%
-64.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.4% |
| 7D | +0.6% | -19.5% | +20.1% | +0.2% |
| 30D | +3.4% | -20.2% | +23.6% | +3.0% |
| 3M | -0.7% | -6.5% | +5.8% | -0.7% |
| 6M | -1.0% | +1.6% | -2.5% | -0.7% |
| YTD | 0.0% | +61.2% | -61.3% | +0.5% |
| 1Y | +0.4% | +65.4% | -65.0% | +0.9% |
| All | +0.4% | +64.7% | -64.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling