+20.8%
MUB vs TMF
-84.4%
+105.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +4.4% | +19.7% | -15.4% | +3.3% |
| 3M | -0.2% | -2.1% | +1.9% | -0.1% |
| 6M | -0.6% | -13.4% | +12.8% | +0.1% |
| YTD | +0.3% | -16.7% | +17.1% | +1.1% |
| 1Y | +0.8% | -23.3% | +24.1% | +2.0% |
| 3Y | +12.0% | -24.8% | +36.8% | +12.7% |
| 5Y | +3.4% | -88.0% | +91.5% | +10.7% |
| All | +20.8% | -84.4% | +105.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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