+2.0%
MUB vs STZ
-36.5%
+38.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.1% |
| 7D | -0.3% | -7.4% | +7.1% | -0.1% |
| 30D | -1.5% | -10.9% | +9.3% | -1.3% |
| 3M | -1.9% | -13.4% | +11.5% | -1.7% |
| 6M | -1.7% | -16.2% | +14.5% | -1.4% |
| YTD | -0.8% | -10.4% | +9.7% | -0.7% |
| 1Y | +1.5% | -14.8% | +16.3% | +1.7% |
| 3Y | +8.8% | -50.1% | +58.9% | +10.1% |
| 5Y | +2.0% | -38.8% | +40.8% | +3.9% |
| All | +2.0% | -36.5% | +38.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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