+73.9%
MUB vs SM
+24.3%
+49.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.4% | +26.3% | -27.7% | -1.4% |
| 3M | -2.2% | +8.7% | -10.8% | -2.2% |
| 6M | -1.9% | +51.7% | -53.6% | -1.9% |
| YTD | -0.8% | +99.0% | -99.8% | -0.8% |
| 1Y | +2.7% | +34.6% | -31.8% | +2.7% |
| 3Y | +8.6% | -7.8% | +16.3% | +8.5% |
| 5Y | +2.0% | +104.8% | -102.7% | +1.9% |
| 10Y | +17.9% | +7.2% | +10.7% | +17.0% |
| All | +73.9% | +24.3% | +49.6% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling