+73.9%
MUB vs TROW
+307.8%
-233.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.5% | -4.0% | +2.5% | -1.5% |
| 3M | -1.9% | +5.0% | -6.9% | -2.0% |
| 6M | -1.7% | +24.3% | -26.0% | -1.9% |
| YTD | -0.8% | +9.8% | -10.6% | -0.9% |
| 1Y | +1.5% | +6.4% | -5.0% | +1.4% |
| 3Y | +8.8% | +15.8% | -7.0% | +8.5% |
| 5Y | +2.0% | -37.3% | +39.3% | +2.0% |
| 10Y | +18.0% | +130.6% | -112.7% | +17.7% |
| All | +73.9% | +307.8% | -233.9% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TROW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling