+17.3%
MUB vs TROW
+130.0%
-112.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -0.8% | -3.2% | +2.4% | -0.7% |
| 30D | -2.4% | -4.6% | +2.2% | -2.2% |
| 3M | -2.8% | -0.7% | -2.2% | -2.8% |
| 6M | -2.2% | +22.2% | -24.4% | -2.9% |
| YTD | -1.6% | +6.6% | -8.2% | -1.9% |
| 1Y | 0.0% | +5.8% | -5.8% | -0.2% |
| 3Y | +7.9% | +11.6% | -3.7% | +7.1% |
| 5Y | +1.2% | -38.9% | +40.2% | +1.9% |
| All | +17.3% | +130.0% | -112.7% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling