+25.4%
MUB vs Z
+25.1%
+0.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.1% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -1.4% | -4.2% | +2.8% | -1.4% |
| 3M | -2.2% | -3.7% | +1.6% | -2.1% |
| 6M | -1.9% | -24.5% | +22.6% | -1.4% |
| YTD | -0.8% | -49.3% | +48.5% | +0.5% |
| 1Y | +2.7% | -58.7% | +61.4% | +4.5% |
| 3Y | +8.6% | -34.1% | +42.7% | +8.8% |
| 5Y | +2.0% | -64.5% | +66.6% | +2.8% |
| 10Y | +17.9% | -0.5% | +18.4% | +15.2% |
| All | +25.4% | +25.1% | +0.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling