+22.0%
MUB vs TECH
+190.5%
-168.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +3.4% | +0.5% | +2.9% | +3.4% |
| 3M | -0.7% | +1.1% | -1.8% | -0.7% |
| 6M | -1.0% | +51.0% | -52.0% | -2.2% |
| YTD | 0.0% | +24.4% | -24.4% | -0.9% |
| 1Y | +0.4% | +27.4% | -27.1% | -0.6% |
| 3Y | +10.5% | +28.5% | -18.0% | +8.8% |
| 5Y | +3.1% | -40.9% | +44.0% | +3.7% |
| 10Y | +22.0% | +192.5% | -170.5% | +17.8% |
| All | +22.0% | +190.5% | -168.4% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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