+22.6%
MUB vs TRMB
+109.2%
-86.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.2% |
| 7D | +0.4% | +4.1% | -3.7% | +0.3% |
| 30D | +3.6% | -5.1% | +8.7% | +3.7% |
| 3M | -0.5% | -2.6% | +2.1% | -0.5% |
| 6M | -0.6% | -2.7% | +2.0% | -0.7% |
| YTD | +0.3% | -27.9% | +28.2% | +0.9% |
| 1Y | +0.4% | -29.0% | +29.4% | +1.0% |
| 3Y | +10.8% | +35.0% | -24.2% | +9.4% |
| 5Y | +3.4% | -33.9% | +37.3% | +3.8% |
| 10Y | +22.6% | +106.1% | -83.5% | +19.3% |
| All | +22.6% | +109.2% | -86.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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