+2.0%
MUB vs Z
-67.0%
+69.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.1% |
| 7D | -0.3% | -3.3% | +3.0% | -0.2% |
| 30D | -1.5% | -3.7% | +2.2% | -1.5% |
| 3M | -1.9% | -7.0% | +5.1% | -1.8% |
| 6M | -1.7% | -29.5% | +27.8% | -1.1% |
| YTD | -0.8% | -52.6% | +51.8% | +0.7% |
| 1Y | +1.5% | -64.0% | +65.5% | +3.6% |
| 3Y | +8.8% | -36.4% | +45.2% | +9.1% |
| 5Y | +2.0% | -65.8% | +67.8% | +1.7% |
| All | +2.0% | -67.0% | +69.0% | +1.7% |
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