+76.2%
MUB vs TRMB
+216.6%
-140.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.2% |
| 7D | +0.4% | +4.1% | -3.7% | +0.4% |
| 30D | +3.9% | -5.1% | +9.0% | +3.9% |
| 3M | -0.2% | -2.6% | +2.4% | -0.2% |
| 6M | -0.4% | -2.7% | +2.3% | -0.4% |
| YTD | +0.5% | -27.9% | +28.4% | +0.7% |
| 1Y | +0.7% | -29.0% | +29.7% | +0.9% |
| 3Y | +11.1% | +35.0% | -23.9% | +10.7% |
| 5Y | +3.7% | -33.9% | +37.6% | +3.7% |
| 10Y | +22.9% | +106.1% | -83.2% | +22.5% |
| All | +76.2% | +216.6% | -140.4% | +73.9% |
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