+73.9%
MUB vs TAP
+45.5%
+28.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.9% | -2.3% | +1.5% | -0.8% |
| 30D | -1.4% | -2.1% | +0.7% | -1.4% |
| 3M | -2.2% | +6.6% | -8.8% | -2.3% |
| 6M | -1.9% | -11.5% | +9.6% | -1.7% |
| YTD | -0.8% | -10.3% | +9.5% | -0.7% |
| 1Y | +2.7% | -14.4% | +17.1% | +2.9% |
| 3Y | +8.6% | -28.3% | +36.9% | +9.0% |
| 5Y | +2.0% | +1.7% | +0.3% | +1.9% |
| 10Y | +17.9% | -49.2% | +67.1% | +17.4% |
| All | +73.9% | +45.5% | +28.4% | +68.9% |
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