+17.6%
MUB vs TRMB
+113.5%
-96.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | -0.7% | -2.9% | +2.2% | -0.6% |
| 30D | -2.0% | -1.8% | -0.2% | -1.9% |
| 3M | -2.5% | +8.4% | -10.9% | -2.7% |
| 6M | -2.3% | -18.5% | +16.2% | -1.9% |
| YTD | -1.3% | -26.7% | +25.4% | -0.7% |
| 1Y | +1.1% | -28.3% | +29.4% | +1.8% |
| 3Y | +8.2% | +12.6% | -4.4% | +7.4% |
| 5Y | +1.5% | -38.7% | +40.2% | +2.0% |
| 10Y | +17.6% | +120.8% | -103.2% | +15.0% |
| All | +17.6% | +113.5% | -96.0% | +15.0% |
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