+17.3%
MUB vs TXT
+107.7%
-90.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -0.9% |
| 30D | -2.4% | -8.9% | +6.5% | -2.1% |
| 3M | -2.8% | -13.6% | +10.7% | -2.5% |
| 6M | -2.2% | -13.1% | +10.9% | -1.9% |
| YTD | -1.6% | -7.0% | +5.4% | -1.5% |
| 1Y | 0.0% | -1.4% | +1.4% | 0.0% |
| 3Y | +7.9% | +7.0% | +0.9% | +7.3% |
| 5Y | +1.2% | +15.4% | -14.2% | +0.1% |
| All | +17.3% | +107.7% | -90.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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