+32.6%
NET vs MUB
+3.0%
+29.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.5% |
| 7D | -16.4% | +0.6% | -16.9% | -17.5% |
| 30D | -25.8% | +3.2% | -29.0% | -30.9% |
| 3M | -11.5% | -1.1% | -10.5% | -9.2% |
| 6M | +18.9% | -1.1% | +20.0% | +22.5% |
| YTD | +35.2% | -0.5% | +35.7% | +37.0% |
| 1Y | +14.5% | 0.0% | +14.5% | +14.8% |
| 3Y | +313.8% | +10.9% | +302.9% | +198.9% |
| 5Y | +32.6% | +2.9% | +29.7% | +2.6% |
| All | +32.6% | +3.0% | +29.6% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling