+2.6%
MUB vs SPXU
-83.3%
+85.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.3% |
| 7D | -1.3% | -7.6% | +6.3% | -1.4% |
| 30D | +2.2% | +5.3% | -3.1% | +2.3% |
| 3M | -1.6% | +9.6% | -11.3% | -1.4% |
| 6M | -1.3% | -4.5% | +3.3% | -1.3% |
| YTD | -0.7% | -25.9% | +25.2% | -1.1% |
| 1Y | -0.2% | -28.9% | +28.7% | -0.7% |
| 3Y | +9.6% | -80.5% | +90.1% | +7.0% |
| All | +2.6% | -83.3% | +85.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling