+76.0%
MUB vs TRMB
+206.5%
-130.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +1.0% | -17.0% | +18.0% | +1.2% |
| 30D | +3.9% | -9.0% | +12.9% | +3.9% |
| 3M | -0.4% | -8.1% | +7.8% | -0.3% |
| 6M | -0.6% | -10.1% | +9.5% | -0.5% |
| YTD | +0.4% | -30.2% | +30.6% | +0.6% |
| 1Y | +0.8% | -30.7% | +31.5% | +1.1% |
| 3Y | +11.3% | +32.6% | -21.3% | +11.0% |
| 5Y | +3.4% | -38.1% | +41.6% | +3.5% |
| 10Y | +21.9% | +98.9% | -77.0% | +21.5% |
| All | +76.0% | +206.5% | -130.5% | +73.7% |
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 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