+23.3%
MUB vs Z
-19.3%
+42.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.8% |
| 7D | -0.8% | -4.9% | +4.1% | -0.7% |
| 30D | +2.4% | +3.0% | -0.5% | +2.3% |
| 3M | -1.1% | -13.4% | +12.3% | -0.9% |
| 6M | -1.0% | -27.3% | +26.3% | -0.4% |
| YTD | -0.3% | -57.8% | +57.5% | +1.5% |
| 1Y | 0.0% | -60.0% | +60.0% | +1.9% |
| 3Y | +10.2% | -21.5% | +31.7% | +10.0% |
| 5Y | +2.9% | -55.0% | +57.9% | +3.3% |
| All | +23.3% | -19.3% | +42.5% | +19.5% |
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