+18.0%
MUB vs TAP
-52.1%
+70.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | -1.5% | -9.4% | +7.9% | -1.3% |
| 3M | -1.9% | -0.8% | -1.1% | -1.9% |
| 6M | -1.7% | -14.7% | +13.0% | -1.3% |
| YTD | -0.8% | -13.9% | +13.2% | -0.5% |
| 1Y | +1.5% | -18.6% | +20.1% | +1.9% |
| 3Y | +8.8% | -32.0% | +40.8% | +9.6% |
| 5Y | +2.0% | -1.0% | +3.0% | +1.6% |
| 10Y | +18.0% | -51.4% | +69.3% | +17.6% |
| All | +18.0% | -52.1% | +70.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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