+8.2%
MUB vs TRI
-19.2%
+27.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.5% |
| 7D | -0.7% | -8.4% | +7.7% | -0.6% |
| 30D | -2.0% | -6.5% | +4.5% | -1.9% |
| 3M | -2.5% | +18.6% | -21.1% | -2.8% |
| 6M | -2.3% | -10.4% | +8.1% | -2.2% |
| YTD | -1.3% | -23.7% | +22.4% | -0.5% |
| 1Y | +1.1% | -42.5% | +43.6% | +3.0% |
| All | +8.2% | -19.2% | +27.4% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling