+75.9%
MUB vs THC
+1,947.2%
-1,871.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +0.7% | +3.7% | -3.0% | +0.7% |
| 30D | +4.4% | +9.0% | -4.7% | +4.3% |
| 3M | -0.2% | +10.4% | -10.6% | -0.2% |
| 6M | -0.6% | +45.7% | -46.3% | -0.9% |
| YTD | +0.3% | +42.6% | -42.2% | +0.1% |
| 1Y | +0.8% | +38.8% | -38.0% | +0.5% |
| 3Y | +12.0% | +418.8% | -406.8% | +10.7% |
| 5Y | +3.4% | +275.7% | -272.2% | +2.3% |
| 10Y | +20.7% | +1,496.2% | -1,475.6% | +18.3% |
| All | +75.9% | +1,947.2% | -1,871.3% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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