+34.5%
MUB vs USFR
+27.5%
+7.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | -1.4% | +0.3% | -1.7% | -1.4% |
| 3M | -2.2% | +1.0% | -3.2% | -2.2% |
| 6M | -1.9% | +1.9% | -3.8% | -1.9% |
| YTD | -0.8% | +2.6% | -3.4% | -0.8% |
| 1Y | +2.7% | +4.0% | -1.3% | +2.7% |
| 3Y | +8.6% | +14.1% | -5.5% | +8.5% |
| 5Y | +2.0% | +20.4% | -18.4% | +2.0% |
| 10Y | +17.9% | +28.0% | -10.1% | +17.8% |
| All | +34.5% | +27.5% | +7.0% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling