+22.8%
MUB vs TAP
-46.0%
+68.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.4% |
| 7D | -1.3% | +1.3% | -2.5% | -1.3% |
| 30D | +2.2% | +5.7% | -3.5% | +2.0% |
| 3M | -1.6% | -1.9% | +0.3% | -1.6% |
| 6M | -1.3% | +0.9% | -2.2% | -1.4% |
| YTD | -0.7% | -9.5% | +8.9% | -0.5% |
| 1Y | -0.2% | -9.0% | +8.8% | -0.1% |
| 3Y | +9.6% | -22.2% | +31.9% | +10.1% |
| 5Y | +2.6% | +1.2% | +1.3% | +2.1% |
| All | +22.8% | -46.0% | +68.8% | +21.3% |
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