+26.8%
MUB vs Z
+6.9%
+20.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 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% | +0.1% |
| YTD | +0.3% | -56.7% | +57.0% | +1.9% |
| 1Y | +0.8% | -59.1% | +59.9% | +2.4% |
| 3Y | +12.0% | -20.4% | +32.4% | +11.8% |
| 5Y | +3.4% | -55.3% | +58.7% | +3.8% |
| 10Y | +20.7% | -14.2% | +34.9% | +18.2% |
| All | +26.8% | +6.9% | +20.0% | +24.5% |
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 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