+31.1%
OMC vs MUB
+17.2%
+13.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | -4.4% | -0.8% | -3.5% | -3.6% |
| 30D | -7.6% | -2.4% | -5.2% | -5.5% |
| 3M | +4.5% | -2.8% | +7.4% | +7.4% |
| 6M | -0.3% | -2.2% | +2.0% | +1.9% |
| YTD | -0.1% | -1.6% | +1.5% | +1.5% |
| 1Y | +4.6% | 0.0% | +4.6% | +4.9% |
| 3Y | +10.5% | +7.9% | +2.6% | +3.8% |
| 5Y | +31.7% | +1.2% | +30.5% | +30.6% |
| All | +31.1% | +17.2% | +13.9% | +46.6% |
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 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