+380.3%
NDAQ vs MUB
+17.4%
+362.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -0.7% |
| 30D | -1.5% | -2.0% | +0.5% | +0.9% |
| 3M | +8.0% | -2.5% | +10.6% | +11.4% |
| 6M | +7.7% | -2.3% | +10.1% | +10.8% |
| YTD | -2.3% | -1.3% | -1.0% | -0.8% |
| 1Y | +0.6% | +1.1% | -0.6% | -0.8% |
| 3Y | +90.9% | +8.2% | +82.7% | +73.2% |
| 5Y | +52.5% | +1.5% | +51.0% | +49.9% |
| 10Y | +380.3% | +17.6% | +362.7% | +350.1% |
| All | +380.3% | +17.4% | +362.9% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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