+51.0%
MUB vs URA
-51.6%
+102.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.1% |
| 7D | +0.7% | -4.1% | +4.8% | +0.7% |
| 30D | +4.4% | -19.0% | +23.4% | +4.6% |
| 3M | -0.2% | -25.1% | +25.0% | +0.1% |
| 6M | -0.6% | -44.5% | +43.9% | -0.1% |
| YTD | +0.3% | -24.3% | +24.7% | +0.5% |
| 1Y | +0.8% | -28.1% | +28.9% | +1.0% |
| 3Y | +12.0% | +40.7% | -28.7% | +11.4% |
| 5Y | +3.4% | +35.5% | -32.0% | +2.7% |
| 10Y | +20.7% | +281.2% | -260.5% | +18.1% |
| All | +51.0% | -51.6% | +102.6% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling