+127.9%
NOK vs MUB
+21.8%
+106.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.1% |
| 7D | +5.4% | -1.3% | +6.6% | +7.1% |
| 30D | -14.1% | +2.2% | -16.3% | -16.7% |
| 3M | -23.6% | -1.6% | -22.0% | -22.0% |
| 6M | -45.1% | -1.3% | -43.9% | -44.2% |
| YTD | +24.7% | -0.7% | +25.4% | +26.0% |
| 1Y | +19.0% | -0.2% | +19.2% | +19.6% |
| 3Y | +147.0% | +9.6% | +137.4% | +120.1% |
| 5Y | +58.2% | +2.6% | +55.6% | +52.3% |
| All | +127.9% | +21.8% | +106.1% | +145.3% |
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