-99.1%
NVD vs MUB
+7.7%
-106.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +3.6% |
| 7D | +9.0% | -1.2% | +10.3% | +7.6% |
| 30D | -5.5% | -2.8% | -2.7% | -8.3% |
| 3M | -24.6% | -3.1% | -21.6% | -27.0% |
| 6M | -42.1% | -2.9% | -39.2% | -43.6% |
| YTD | -44.3% | -2.0% | -42.3% | -45.5% |
| 1Y | -54.2% | 0.0% | -54.2% | -54.7% |
| 3Y | -99.1% | +7.4% | -106.5% | -99.0% |
| All | -99.1% | +7.7% | -106.9% | -99.0% |
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