+8.8%
MUB vs TRMB
+13.0%
-4.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | -1.9% | +9.6% | -11.5% | -2.1% |
| 6M | -1.7% | -16.1% | +14.4% | -1.5% |
| YTD | -0.8% | -25.0% | +24.2% | -0.5% |
| 1Y | +1.5% | -27.7% | +29.2% | +1.8% |
| 3Y | +8.8% | +15.3% | -6.5% | +7.7% |
| All | +8.8% | +13.0% | -4.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling