+64.3%
MUB vs TMF
-68.9%
+133.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.9% | -1.4% | +0.6% | -0.8% |
| 30D | -1.4% | -2.8% | +1.4% | -1.3% |
| 3M | -2.2% | -10.9% | +8.8% | -1.7% |
| 6M | -1.9% | -21.3% | +19.4% | -0.9% |
| YTD | -0.8% | -15.9% | +15.1% | -0.1% |
| 1Y | +2.7% | -15.7% | +18.5% | +3.4% |
| 3Y | +8.6% | -43.4% | +51.9% | +10.2% |
| 5Y | +2.0% | -87.8% | +89.8% | +8.3% |
| 10Y | +17.9% | -86.7% | +104.7% | +22.9% |
| All | +64.3% | -68.9% | +133.2% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling