+3.5%
MUB vs Z
-55.4%
+59.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +0.7% | -4.6% | +5.3% | +0.8% |
| 30D | +4.4% | +8.3% | -4.0% | +4.1% |
| 3M | -0.2% | -11.6% | +11.4% | 0.0% |
| 6M | -0.6% | -33.6% | +33.0% | +0.2% |
| YTD | +0.3% | -56.7% | +57.0% | +2.1% |
| 1Y | +0.8% | -59.1% | +59.9% | +2.7% |
| 3Y | +12.0% | -20.4% | +32.4% | +11.9% |
| All | +3.5% | -55.4% | +59.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling