+18.0%
MUB vs URA
+371.9%
-354.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -0.3% | +8.1% | -8.4% | -0.4% |
| 30D | -1.5% | +5.8% | -7.3% | -1.6% |
| 3M | -1.9% | +3.4% | -5.4% | -2.0% |
| 6M | -1.7% | -2.6% | +0.9% | -1.8% |
| YTD | -0.8% | +11.2% | -11.9% | -1.1% |
| 1Y | +1.5% | +19.8% | -18.3% | +0.9% |
| 3Y | +8.8% | +121.5% | -112.7% | +6.6% |
| 5Y | +2.0% | +134.5% | -132.5% | -0.6% |
| 10Y | +18.0% | +376.7% | -358.7% | +8.0% |
| All | +18.0% | +371.9% | -354.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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