+9.6%
MUB vs TRI
-10.1%
+19.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.3% | -2.9% | +1.6% | -1.2% |
| 30D | +2.2% | +3.7% | -1.5% | +2.1% |
| 3M | -1.6% | +3.7% | -5.3% | -1.7% |
| 6M | -1.3% | +35.1% | -36.4% | -1.7% |
| YTD | -0.7% | -14.0% | +13.4% | -0.1% |
| 1Y | -0.2% | -19.0% | +18.8% | +0.5% |
| 3Y | +9.6% | -12.0% | +21.6% | +9.9% |
| All | +9.6% | -10.1% | +19.8% | +9.9% |
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