+76.0%
MUB vs TAP
+43.2%
+32.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +1.0% | -7.8% | +8.9% | +1.2% |
| 30D | +3.9% | +7.1% | -3.3% | +3.7% |
| 3M | -0.4% | -7.0% | +6.7% | -0.3% |
| 6M | -0.6% | -3.8% | +3.3% | -0.5% |
| YTD | +0.4% | -11.7% | +12.1% | +0.5% |
| 1Y | +0.8% | -10.1% | +11.0% | +0.9% |
| 3Y | +11.3% | -23.7% | +35.0% | +11.6% |
| 5Y | +3.4% | +2.9% | +0.5% | +3.2% |
| 10Y | +21.9% | -49.5% | +71.4% | +21.4% |
| All | +76.0% | +43.2% | +32.8% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling