+16.8%
MUB vs TRI
+191.2%
-174.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.2% | -14.4% | +13.1% | -0.7% |
| 30D | -2.8% | -8.1% | +5.3% | -2.5% |
| 3M | -3.1% | +17.5% | -20.6% | -3.8% |
| 6M | -2.9% | -5.0% | +2.1% | -2.9% |
| YTD | -2.0% | -24.7% | +22.7% | -1.0% |
| 1Y | 0.0% | -41.5% | +41.5% | +2.3% |
| 3Y | +7.4% | -20.3% | +27.8% | +7.6% |
| 5Y | +0.8% | -10.9% | +11.7% | +0.1% |
| All | +16.8% | +191.2% | -174.4% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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