+21.8%
MUB vs TXT
+110.6%
-88.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | +0.7% | -2.5% | +3.2% | +0.8% |
| 30D | +4.4% | +14.4% | -10.0% | +3.9% |
| 3M | -0.2% | -4.9% | +4.8% | 0.0% |
| 6M | -0.6% | -10.2% | +9.6% | -0.4% |
| YTD | +0.3% | -4.1% | +4.4% | +0.3% |
| 1Y | +0.8% | +4.0% | -3.2% | +0.5% |
| 3Y | +12.0% | +8.0% | +4.1% | +11.3% |
| 5Y | +3.4% | +8.4% | -5.0% | +2.5% |
| All | +21.8% | +110.6% | -88.8% | +13.8% |
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