+17.6%
MUB vs SPY
+312.5%
-295.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -2.0% | -1.4% | -0.6% | -1.9% |
| 3M | -2.5% | +3.7% | -6.2% | -2.8% |
| 6M | -2.3% | +13.0% | -15.3% | -3.2% |
| YTD | -1.3% | +12.4% | -13.7% | -2.2% |
| 1Y | +1.1% | +18.5% | -17.4% | -0.2% |
| 3Y | +8.2% | +77.6% | -69.4% | +3.3% |
| 5Y | +1.5% | +81.7% | -80.2% | -3.5% |
| 10Y | +17.6% | +319.7% | -302.1% | +6.2% |
| All | +17.6% | +312.5% | -295.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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