+73.9%
MUB vs TDY
+1,161.9%
-1,088.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -1.5% | -12.5% | +10.9% | -1.3% |
| 3M | -1.9% | -1.2% | -0.7% | -1.9% |
| 6M | -1.7% | -6.6% | +4.9% | -1.6% |
| YTD | -0.8% | +18.5% | -19.3% | -1.2% |
| 1Y | +1.5% | +10.8% | -9.3% | +1.2% |
| 3Y | +8.8% | +47.5% | -38.7% | +7.7% |
| 5Y | +2.0% | +35.8% | -33.8% | +1.0% |
| 10Y | +18.0% | +459.0% | -441.0% | +15.6% |
| All | +73.9% | +1,161.9% | -1,088.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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