+22.0%
MUB vs Z
-19.5%
+41.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.3% |
| 7D | +0.6% | -6.5% | +7.1% | +0.7% |
| 30D | +3.4% | -0.1% | +3.5% | +3.4% |
| 3M | -0.7% | -14.1% | +13.4% | -0.4% |
| 6M | -1.0% | -30.1% | +29.1% | -0.3% |
| YTD | 0.0% | -57.5% | +57.5% | +1.8% |
| 1Y | +0.4% | -60.3% | +60.7% | +2.3% |
| 3Y | +10.5% | -21.0% | +31.5% | +10.3% |
| 5Y | +3.1% | -54.9% | +58.0% | +3.5% |
| 10Y | +22.0% | -16.0% | +38.1% | +18.2% |
| All | +22.0% | -19.5% | +41.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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