0.0%
MUB vs SNY
+2.7%
-2.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.3% |
| 7D | +0.6% | +12.4% | -11.8% | +0.1% |
| 30D | +3.2% | +20.1% | -16.9% | +2.5% |
| 3M | -1.1% | +11.2% | -12.3% | -1.4% |
| 6M | -1.1% | +9.5% | -10.6% | -1.5% |
| YTD | -0.5% | +3.4% | -3.8% | -0.8% |
| 1Y | 0.0% | +2.0% | -2.1% | -0.3% |
| All | 0.0% | +2.7% | -2.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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