+17.6%
MUB vs Z
-5.7%
+23.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.7% | -7.1% | +6.3% | -0.5% |
| 30D | -2.0% | -4.8% | +2.8% | -1.9% |
| 3M | -2.5% | -9.3% | +6.8% | -2.4% |
| 6M | -2.3% | -29.0% | +26.6% | -1.7% |
| YTD | -1.3% | -52.9% | +51.6% | +0.3% |
| 1Y | +1.1% | -63.1% | +64.3% | +3.3% |
| 3Y | +8.2% | -36.9% | +45.1% | +8.6% |
| 5Y | +1.5% | -65.5% | +67.0% | +2.4% |
| 10Y | +17.6% | -3.9% | +21.4% | +13.5% |
| All | +17.6% | -5.7% | +23.3% | +13.5% |
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