+3.8%
MUB vs USFR
+21.4%
-17.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +3.9% | +0.4% | +3.5% | +3.8% |
| 3M | -0.2% | +1.1% | -1.3% | -0.5% |
| 6M | -0.4% | +2.1% | -2.4% | -0.9% |
| YTD | +0.5% | +3.4% | -2.9% | -0.4% |
| 1Y | +0.7% | +4.1% | -3.4% | -0.5% |
| 3Y | +11.1% | +14.4% | -3.3% | +6.1% |
| All | +3.8% | +21.4% | -17.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling