+73.9%
MUB vs TRMB
+233.4%
-159.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -0.9% | -2.5% | +1.7% | -0.8% |
| 30D | -1.4% | +1.5% | -2.9% | -1.4% |
| 3M | -2.2% | +6.8% | -8.9% | -2.2% |
| 6M | -1.9% | -14.9% | +13.1% | -1.8% |
| YTD | -0.8% | -24.1% | +23.3% | -0.6% |
| 1Y | +2.7% | -25.4% | +28.1% | +2.9% |
| 3Y | +8.6% | +8.0% | +0.6% | +8.4% |
| 5Y | +2.0% | -37.3% | +39.4% | +2.1% |
| 10Y | +17.9% | +116.8% | -98.9% | +17.5% |
| All | +73.9% | +233.4% | -159.4% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling