+2.6%
MUB vs TMF
-88.6%
+91.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.3% | -9.3% | +8.0% | -0.6% |
| 30D | +2.2% | +1.9% | +0.2% | +2.0% |
| 3M | -1.6% | -11.2% | +9.6% | -0.9% |
| 6M | -1.3% | -17.7% | +16.4% | -0.1% |
| YTD | -0.7% | -24.5% | +23.8% | +1.0% |
| 1Y | -0.2% | -29.4% | +29.2% | +1.9% |
| 3Y | +9.6% | -33.4% | +43.1% | +11.3% |
| All | +2.6% | -88.6% | +91.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling