+73.9%
MUB vs TRI
+309.5%
-235.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.1% |
| 7D | -0.3% | -7.1% | +6.8% | -0.2% |
| 30D | -1.5% | -2.3% | +0.8% | -1.5% |
| 3M | -1.9% | +19.6% | -21.5% | -2.3% |
| 6M | -1.7% | -8.7% | +7.0% | -1.7% |
| YTD | -0.8% | -22.3% | +21.5% | -0.5% |
| 1Y | +1.5% | -40.7% | +42.2% | +2.4% |
| 3Y | +8.8% | -17.8% | +26.5% | +8.9% |
| 5Y | +2.0% | -8.5% | +10.5% | +1.8% |
| 10Y | +18.0% | +192.6% | -174.6% | +16.4% |
| All | +73.9% | +309.5% | -235.6% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling