+1.5%
MUB vs TAP
-0.5%
+2.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.7% | -5.1% | +4.4% | -0.6% |
| 30D | -2.0% | -8.4% | +6.5% | -1.8% |
| 3M | -2.5% | -3.9% | +1.4% | -2.5% |
| 6M | -2.3% | -14.4% | +12.0% | -2.0% |
| YTD | -1.3% | -14.7% | +13.4% | -1.0% |
| 1Y | +1.1% | -18.7% | +19.8% | +1.5% |
| 3Y | +8.2% | -32.6% | +40.9% | +9.0% |
| 5Y | +1.5% | -1.4% | +2.9% | +2.1% |
| All | +1.5% | -0.5% | +2.0% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling